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[ElBoxyBrown]

One Piece: Burning Blood. You play the Paramount War story through 4 different POVs: Luffy, Whitebeard, Akainu, and Ace. The thing is you end up repeating a lot of the story missions with a different character along with some new story missions and cutscenes.

 

[DSix]

Sonic Adventure 1 and Kingdom Hearts Birth by Sleep are the best at this.

 

[Unai]

Resident Evil 1, 2 and 6.

 

[SmartWaffles]

Tales from the Borderlands is a recent game to do this and set up a lot of great scenarios especially when the main characters are talking about or with each other.

This, the "unreliable narrator" approach works perfectly with how the story and characters are setup.

 

[Shpeshal Nick]

Halo 2 and 5

 

[mrjohill]

Tales from the borderlands does this

 

[Opa-Pa]

The beginning of Mother 3 has you switching between different characters multiple times, and after the prologue, you get to play the same small portion of the story as different characters to help you fully understand what's happening.

Another cool thing about it is that, while none of your characters speaks while being playable, you meet all future members of your party during this section and they actually talk to you, so it helps you get a hang of their personalities.

 

[Mephala]

Got to recommend Suikoden 3 like everyone else. One of my favourites that did this.

Muramasa has two characters and each of the DLC features a separate story involving a unique character.

Soul Sacrifice. This one is tricky. It fits narratively but it isn't quite what you want either. Can't really go into details without spoilers.

Ys Origin. Has two starting characters and a 3rd one unlocked later.

Final Fantasy VIII. The split tale of Laguna.

Star Ocean 2 lets you pick between two characters. It sucks that you can't swap controls whenever but it was interesting to see the differences and how things fell into place narratively. The differences are more obvious at the beginning but ends more or less the same way.

Thea The Awakening tells its story and lets you piece together how each God fell during the crisis that struck the world and lets you pick how or if they will rise in power again.

Also, Ever17 kind of does this multiple perspective thing...

 

[B-Genius]

Does Killer7 count?

 

[Powerpuff]

A lot of Final Fantasy episodes have been suggested here but the one which does it the best hasn't been discussed yet and is Final Fantasy VI. The focus is often put on a single character or a little group and you follow each story in parallel.

 

[ActWan]

Heavy Rain and Farenhite are actually awesome examples of this, better than most of the thread. Some examples here are just about "playing with different characters" but I'm thinking about how it affects the story and the way you as the player see it.

 

[PayaV87]

No mention of Until Dawn? 8 characters!