[and0]

Clue (1985) had several different endings sent to different theaters, which as a comedy was a pretty funny and novel idea. The VHS release contained all of them at the end with title cards to explain why.

If this doc is screening in theaters I'd imagining different reels/files are sent to different theaters, or maybe more than one so they can rotate them.

As others have said DVDs are more than capable of this. A VLC plugin could work, and Netflix has some type of tech for their choose-your-own-adventure episode of Black Mirror for streaming.

[pests]

They used that for a lot more than just Bandersnatch.