Not the one mentioned, but Three Colors Trillogy does a similar job of being three different films sharing several events.
Clint Eastwood is about to make two versions of a US/Japan war film one from the US point of view and one from the Japanese.
Actually, it’s not really similar at all. Kieslowski’s (very good) trilogy has, at the most 5 minutes of overlap between all 3 films collectively, whereas the Balvaux trilogy has overlaps that run, easily, an hour or more. One barely constitutes a cameo (with a brief tie-up) while the other is an essential part of the fabrics of all 3 stories.