Movies where another story is told in the background?

Can't think of any examples but I've always saw the movie where there's actually a totally different story being told through details in the background or things that aren't necessarily called attention to. This isn't a great example but I think of how "into the furnace" there is a few points where you hear news casts in the background that aren't references or shown but sort of add to the setting even tho they are easy to miss

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