Might and Magic Heroes 6 does this heavily.
Starts off with your father's murder, all the children get shipped off/move on/played a part/try to fix things. Each of the races campaigns focus on one of the kids attempts to figure out what happened, and do their own thing, lot's of missions have them reunite, so you get to see things from many different perspectives, including betrayals/differing motivations/reasons for pivotal events.
Warning though. It's something like 60+ hours long, and features a choice/consequence system. Depending on how you play the heroes, they'll go down two paths, Tears or Blood. If you want the true ending, you need to have some heroes be Tears, and some Blood, as the last two missions are a Tears mission, and a Blood mission, where you can only bring in the races/heroes you had of those kinds. So if you go super goody two shoes/super evil and have nothing but Blood/Tear heroes, you actually can't beat the game.
Oh, and it's a PC only oldschool RTS series, so that might also hamper your ability to play it.

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