Two films come to mind:
 
STAVISKY (dir. Alain Resnais)
 
        As the film progresses, Resnais cut to monologues of
various characters who spoke of past events before they occur
in the film.
 
THE ANDERSON TAPES (dir. Sidney Lumet)
 
        Sean Connery and a gang burglarize an apartment building,
holding apartment dwellers captive during the process.  During
the weekend, as the robberies are in progress, there are cuts to
individual apartment dwellers describing the events in the past
tense (interviews with policemen, as I recall).