I think this is a really interesting question. I've given it some thought and, while there are probably better examples, I have come up with three ideas.
The movie Citizen Kane is similar because the story is about a larger than life individual, Charles Foster Kane, and is told by narrators who have both witnessed the events of the story but also played a role in them. Kane's friend, Jedidiah Leland (played by Joseph Cotton in the movie) is one of the sources. While he is originally close to Kane, he eventually comes to doubt Kane's principles. Despite his misgivings he stays close to Kane until he has to choose between his own integrity and loyalty to Kane. Like Nick Carraway we may feel that Leland is a reliable narrator in his telling of Kane's life, but, since he's telling the story from many years after the events we may doubt his version, just as we may doubt Carraway and think he may have been trying to make himself look good in the narration.
Another example is the Vietnam War movie Apocalypse Now (I'm focusing on the movie rather than the book, Heart of Darkness) about an army major, Willard (played by Martin Sheen), going up river to discover what has happened to Colonel Kurtz. Kurtz has basically lost his mind and severed ties to civilization to live with the savage natives of the area. Like Gatsby, Kurtz is bigger than life and somewhat of a mystery. Like Nick, Willard is caught up in the events surrounding Kurtz and may not always be a reliable narrator. In fact, his version of the events is somewhat questionable.
The best example is the movie The Shawshank Redemption (also a story by Stephen King) about a man unjustly convicted of murder. Andy Dufresne is serving a life sentence in Shawshank Prison when he meets Red, the narrator of the story. The fact that Red goes through most of the events in the story with Andy make him quite similar to Nick. He is telling the story of a man he very much admires. Andy reveals himself as an intelligent and resourceful character which we grow to like. Red is not only an accomplice in the plot but also a friend to Andy.