Looking at STRANGE DAYS again. The seminal anthology miniseries by Peter Milligan, Brendan McCarthy, and Brett Ewins. Each issue containing 3 unrelated comics series.
Picture a 4-issue miniseries kind of along the same line. Each issue containing 3 completely unrelated comix stories of different genres. Say a science fiction bit, a thriller, and a historical or romance thing, I dunno. Completely unrelated, each with its own tone and depicted in a completely different style. Until the 4th issue where it is revealed that all 3 stories were connected all along.
It would kind of be the comicbook equivelant of Quentin Tarentino's PULP FICTION, but taken up a notch.