Multiple narration is a tricky gimmick, but done well it adds a variety of enriching perspectives. The following are some of my favorite examples.
Cloud Atlas by David Mitchell: A sprawling story that spans centuries and genres as well as characters, Cloud Atlas succeeds at several tough tasks. Mitchell breathes believable life into every character, male or female, 1970s gumshoe reporter or robot. He has an uncanny grasp of genre dialect and tone, whether writing an overseas adventure or a sci-fi novel set years in the future. Threads of the story weave gracefully into a larger purpose, revealing fleeting but meaningful connections.
Await your Reply by Dan Chaon: Await Your Reply deftly ties together three different stories in a surprising way. Teenage Lucy decides to run away with her charming older teacher; Miles is obsessed with finding his disturbed brother and Ryan is taken under the wing of his mysterious and shady uncle. When the narrative jumped, I was always eager to continue. All narratives contain common threads of identity, loss and discovery.
The nested narrative in Mark Z. Danielewski's House of Leaves portrays a documentary film inside of an academic account inside of a druggie's diary. The dry exploration of the Navidson house's shifting interior impossibly measuring larger than its exterior adds to the scenario's terror, and narrator Johnny Truant's progressive descent into madness after his discovery of The Navidson Record adds a nice Lovecraftian touch.