Most games typically have you play one character and stick with them for the whole game. But sometimes a game will suddenly switch perspectives to someone else for story reasons. This is usually very brief before switching back to the main character.
For game's with a fake out in protagonist, see: False Protagonist
Examples (spoiler warning for these games)
Jeff "Joker" Moreau (Mass Effect 2)
At one point during Mass Effect 2, when you select a mission to go on, Shepard and crew will leave, but instead of following Shepard the focus will stay on the Normandy as it is boarded by the Collectors. You are then put in direct control of Joker as he has to escape the Collectors. Joker is the only character you ever play apart from Shepard in the original Mass Effect Trilogy.
Emily Wyatt (Deadly Premonition)
Late in the game, protagonist Agent Francis York Morgan is knocked out and kidnapped. The game then briefly switches over to female lead Emily Wyatt, as she had to find and save him.
Ellie (The Last of Us)
While Ellie is with you for the majority of the game, it is not until the winter act that you take direct control of her yourself. You briefly take control of her again during the game's final moment.