The phrase you mention is found in chapter eight of The Great Gatsby by F. Scott Fitzgerald. Gatsby has died and Nick is on the train, passing by the ashheaps where Myrtle Wilson was killed. Because the story is told from Nick's point of view, we would never know what happened right after Myrtle was killed because Nick was not there to report it to us.
Instead, Fitzgerald uses Nick's seeing the ashheaps as a visual reminder to tell us what he has learned but has not yet had an opportunity to relate. This rhetorical device takes many forms in different works of literature, but here Nick says:
Now I want to go back a little and tell what happened at the garage after we left there the night before.
It is not really a flashback but it serves the same purpose. What he tells us is important to the resolution of the story, for without it we would never quite know how George Wilson ended up in Gatsby's backyard with a gun.