Buffy The Vampire Slayer had lots of these
“The Zeppo” - Xander has a small, crazy adventure on his own, unnoticed by the other character who are dealing with a world-shattering apocalypse, which we never get to see
“Once More With Feeling” - the musical episode
“Conversations With Dead People” - each of four main characters in separate stories where they are basically, well… having a conversation with a dead person.
Angel broke it’s basical formula before it had even set it. The very first episode ends with Angel failing to save the girl he’d been sent visions of.
Star Trek: The Next Generation did “Lower Decks” - the story of four minor, low-ranking characters as they observe (and sometimes try to get the approval of) the major characters.
Babylon 5 did “A View From the Gallery”, which had the same kind of premise as TNG’s Lower Decks. Also “Intersections In Real Time”, in which each act was a real-time scene featuring only Sheridan and an interrogator. The episode ends not with him escaping, or defeating the interrogator in a battle of wills, but with him realising that the interrogator has been duping him the entire time and that his torture is only just beginning.
Doctor Who did “Midnight”, which is not only just set in one small room with a bunch of trapped charactes, but has all the characters turn on the Doctor one by one, and he’s unable to do the typical Doctorish thing of grandstanding and babbling his way out of it. For once, no-one buys it.
Breaking Bad did “The Fly” last season, which was basically just Walt and Jesse alone in their meth lab as they chased a stray fly, with us as the proverbial fly on the wall.
Seinfeld did the backwards episode, which started with the final scene of the story (and the closing credits) and proceeded backwards in time, closing with the start of the story followed by some further flashback scenes to several years before (exolaining the origin of the story) and further back to before the start of the series.
Mad About You did an episode that was more like something from the Twilight Zone. Time somehow unwound, reality shifted, and Paul and Jamie began living the lives they would have led had they never met each other. Anyone remember this or have any details? I only saw it once but remember loving it.