That wasn't what I had in mind, but might work. I don't think I know the full range of stories you're referring to, but the first thing I thought of was the film Ashes of Time.Sort of like how some wuxia stories portray the jianghu, where everybody knows each other by reputation and knows that today's ally might be tomorrow's enemy, and vice versa?
What I had in mind was something where the PCs are each pursuing their goals/concerns, but these connect or overlap or intersect in some fashion. In film, Pulp Fiction might be one illustration of the idea.