Check out this article on Murder off Miami by Dennis Wheatley, an interactive fiction story from 1936: http://www.z-machine-matter.com/2010/10/dennis-wheatley-1936.html
I’m not sure as these sorts of books count as “interactive fiction,” but 1) they’re really interesting and 2) they are quite different from traditional narratives, so hey, here it goes:
From the outside The Eleventh Hour might not raise any eyebrows–it is a largish book with a hardback cover, and appears for all intents and purposes to be an ordinary children’s storybook. Even a brief perusal of the pages might not evoke in the reader a sense of the enigma that surrounds this story. But the story holds a mystery–a mystery whose clues lie in the very pages themselves, embedded in the rich illustrations and buried subtext. It is quite a treat, particularly for younger audiences. Even if you know the solution, going back over the old clues and puzzles can be an exploration in and of itself.
Nick Bantock, the creator of The Griffin and Sabine Trilogy, poses this compelling conundrum as an attempt to answer one question:
“Where do my worlds join?”
Readers are supplied with short narratives on one man and his travels throughout the world, as well as drawers in this jukebox that supposedly provide clues to answer that very question. The drawers contain artifacts from his travels ranging from the mundane to the extraordinary. To anyone looking for a good way to while away the winter months, this is it.