*Curtsies* I’m having a hard time coming up with examples off the top of my head (besides, for some reason, Alasdair Gray’s Poor Things, which is extremely weird), but you might try some epistolary novels, which you can find a list of here. Alternatively, you might look into New Journalism as a genre, which is sort of the opposite in that it’s nonfiction written like fiction. Other than that, I’ll have to turn this over to followers. Folks, please reply/reblog wih recs. (Do not send them to the inbox.)
Would Beerbohm’s Enoch Soames count? It’s a short story that begins with him reminiscing about his contemporaries in the 1890s and then goes slightly sideways: http://www.gutenberg.org/ebooks/760