Well, *Paranoia *is of course entirely focused on the party screwing each other from the get go (and it’s a game with nuclear grenades, so… :)) ; but on a more “serious” front White Wolf’s games set in their World of Darkness can, if the DM so desires, be run more as featuring a number of individuals, each with their own (and sometimes mutually exclusive) goals banding together for a given purpose or set of purposes and not a second further. Well, I lie - *Werewolf *and *Changeling *are generally pretty cooperative. But I’ve rarely played a game of Vampire or *Mage *that didn’t quickly descend into a flurry of little notes passed discreetly to the DM 
I’d say the best way to run something like this would be to give the party an outside reason that makes outright killing each other a huge no-no. Maybe the death of any one of them will resurrect some ancient murdergod. Maybe the local authority is extremely death-penalty happy and watching them keenly. Maybe they absolutely, positively *need *a skill or property possessed by the others to accomplish their own personal, overarching goals. Or maybe (and this is pretty common among the kind of people who play Vampire) they’re only in it to prove to the others just how much *better, *smarter, craftier, deviouser, more gracious and more cunning they are - and if the others aren’t alive to bear the ignominy, what’s the point ? 
Basically, the idea would be to let them be at each other’s throats and competing on everything, but without an “easy” way out that’d end the fun prematurely.
Anecdotally, I fondly remember one campaign of *Vampire *where, during a raid on some elder vamp’s abandoned lair early on, one of the players conspicuously snatched a big dusty grimoire, quickly leafed through it then put it in his pack without a word. The adventure went on and most everybody forgot about it. As it turns out, it was a perfectly mundane medieval tome on heraldry. But one of the other players was convinced it was super important, secret knowledge and whatnot. After all, if player1 did not deign sharing his infos with the party, something must have been afoot !
For much of the next… maybe six months of play, he tried everything in his power to get his hands on that fucking book. He tried stealing it ; he tried trading for it ; he offered services in return for the right to read it ; he often suggested that player1 solve the group’s problems using his “secret book” ; he even once conspired with an enemy of the party to secure his help getting the book. Nothing worked ! Until the first player, probably to spite him, gave it as a gift to a *third *player 
I don’t remember how player2 finally got his hands on the book… but he simply would not believe it was *just *a book on heraldry. He went on to spend another gazillion resources in his attempts to “crack the code”, to the mirth of everyone at the table - by then they were all in on it except for him 