Providence: a story told while it's being written. Sometimes the writer changes his mind, sometimes his imagination takes him where he doesn't want to go. http://www.imdb.com/title/tt0076574/
Smoking / No Smoking: two films that explore different possible 'forks' of the same story. The first fork is the decision by one character to smoke a cigarette. In the first film she does, in the second she doesn't. There are three or four forks in each film which all completely change the fate of the characters. http://www.imdb.com/title/tt0108167/
Je t'aime, je t'aime: a time machine experiment gone wrong. http://www.imdb.com/title/tt0063152/
Providence: a story told while it's being written. Sometimes the writer changes his mind, sometimes his imagination takes him where he doesn't want to go. http://www.imdb.com/title/tt0076574/
Smoking / No Smoking: two films that explore different possible 'forks' of the same story. The first fork is the decision by one character to smoke a cigarette. In the first film she does, in the second she doesn't. There are three or four forks in each film which all completely change the fate of the characters. http://www.imdb.com/title/tt0108167/
Other films that come to mind:
Code Unknown: Incomplete Tales of Several Journeys , by Michael Haneke. http://www.imdb.com/title/tt0216625/
Akira has an ending just about as powerful as the ending of 2001. http://www.imdb.com/title/tt0094625/
Beyond a reasonable doubt (Fritz Lang) http://www.imdb.com/title/tt0049006/
(but why am I writing this on hacker news?) Vertigo (Hitchcock) http://www.imdb.com/title/tt0052357/