Not really impossible in fiction by any means, but I think The Skeletons is kind of cool in that you have a group of skeletons guarding a tomb, and as time passes, they slowly remember who they were when they were alive (through the players answering questions). There are often surprising stories, like they hated whoever they are guarding (they are forced to do so, through a curse), or that the skeletons were enemies in their lives.
That's a good call. I think there's a lot to be said for the feeling of simultaneous discovery and creation, where you start to realize how bits of a narrative fit together even as you are creating the story. The Skeletons does this very well. (Some other games, too.)
It would be hard create the same effect in other media, because the audience and the creator aren't the same person. You can have a feeling of slowly discovering who a character is (in a movie like Memento or a book like Susanna Clarke's Piranesi). But the feeling of seeing how narrative threads tie together and then tying them together yourself isn't really a part of passive media like that. A bit more like the experience of being an author writing the story. The thing is, in the Skeletons, you're experiencing the story, discovering the story and creating the story all at the same time.
And the experience of the story is more internal than in most other media, as well. A lot of immersion that happens more in larp and tabletop RPGs and is very difficult to find in other media. The Skeletons has a lot going on that would be extremely difficult to do in other media, if it was even possible.