I've seen a few films like this lately - a number of great directors, an impressive cast of well-known actors, and a collection of short stories that all vary but link in the smallest of ways. Whilst I haven't ever seen it been done well before, New York, I Love You was outstanding.
Telling a varied collection of stories about people of all ages and cultures, this anthology is well structured, connected, and subtly linked. All of the segments and its characters are thoroughly enjoyable and equally moving.
Starring the likes of Bradley Cooper, Shia LaBeouf, Natalie Portman, Anton Yelchin, Orlando Bloom, Irrfan Khan, Rachel Bilson, Christina Ricci, and Ethan Hawke, the combination of these famous faces alone make this one worth watching.