The Dutch lottery made a short interactive story around the lifestyle of the rich and famous. The movie is filmed from a first person perspective and you are asked to make choices.
Although the story isn’t great the interactivity and good camerawork contributes. The choices are limited but making choices is what a movie on a computer screen needs to keep you focussed on the window.
I would love to see a great story (film or documentary) with interactivity. Take interactivity a step further by using enhanced interactivity instead of left / right. Ask friends to join the story through social networks, widgets on other websites and instant messaging. Use the viewers webcam to create a more immersive interactive experience.