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One of the hallmark features of the television show Lost was the way in which each character's backstory was rendered. The narrative started out in present day and depicted characters making certain decisions that, to the audience, seem unexplained. In parallel, the character's backstory would be provided, so that the narrative would weave back and forth between the two time periods. As the backstory would unfold, some of those mysterious decisions would start to make perfect sense.
This sort of structure opens up interesting dramatic opportunities when the author ties the two timelines together, as the character's present-day actions are shown to be reflective of (or in reaction to) circumstances from the past; indeed, plot points from the present-day scenes seem to require resolution of plot points from the backstory, and are often presented in proximity for dramatic effect.
A similar narrative structure was used for the series Once (which was home to many of the veterans of the Lost cast and crew, including some of the writers) and is currently in use with the new series Lost in Space (at least in the beginning).
What is this form of narrative called?
Are there any literary examples?
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As R. Rngold pointed out, I think you are referring to Fractured Narrative.
To give you a literary example, Peter Clines's series Ex-Heroes, has a very similar structure. The main plot of the books take place in the present, but sometimes, every other chapter or so, takes place in the past from the point of view of a specific character.
The flashbacks usually don't have any direct influence on the plot, but it gives a better understanding of the relationship between characters/motivations/lore.
TL;DR I believe the term you are looking for is Fractured Narrative : the style of narrative wherein many stories are told simultaneously, typically having immediately unclear relation to one another, but are told chronologically.
As with all these definitions, they tend to be rather broad and subsequently you could argue that A Song of Ice and Fire (Game of Thrones) is technically a fractured narrative.
Perhaps it also should be noted that narrative structure and narrative style are different. Narrative structure pertains to exactly this; it asks the question "how is the story structured?" The reply may be chronological, circular or, indeed, fractured. Narrative style pertains to what kind of narrator is speaking: first person, third person etc.
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