Norville Barnes in The Hudsucker Proxy. “I don’t think anybody expected this much hoopla!”
Marianne and Johan at the start of Scenes from a Marriage (a scene later referenced repeatedly in Husbands and Wives by - who else? - Woody Allen.)
“The Insider”
Then Mystery Men counts as well.
From the OP, “I don’t mean someone trying to get a job”.
Watchmen pulls this at least three times, putting ensemble-cast exposition out there as the need arises.
Does the scene with the police’s interrogation of Catherine Trammel (Sharon Stone) in Basic Instinct (mostly known for the infamous no-panties leg crossing) count as an “interview”?
Doesn’t the title character in Forrest Gump get interviewed “alongside” John Lennon on the Dick Cavett show?
This Is Spinal Tap
Yes, he was… I think they used the CGI they used on LBJ and JFK, too.
There’s Interview with Steve Buscemi and Sienna miller.
Oh yeah, I saw that movie. Probably one of the last times I visited my library, and I love interviews in general, so I got it, but I don’t remember much about it, except for how it looked. The intimate setting.
In The Commitments, Jimmy Rabbitte keeps doing practice interviews* with a sock puppet-esque broadcast journalist (or perhaps a series of them) about the impending stupendous success of the band he’s promoting.
*usually in his bathtub, IIRC.