If you are going to have it as one story, even though fragmented, it might help to have something to tie the parts together somehow.
The movie "Cloud Atlas" was somewhat like that. It was several more-or-less disjoint stories that seemed to have a tenuous connection. It got a wide range of reviews from very good to very bad.
The more recent movie "Ballad of Buster Scruggs" is basically several short movies about the Old West. There is a unifying theme which I won't spoil. But I personally enjoyed it a lot. Most of the stories had quirks that made them somewhat unusual in comparison to the typical western. Some were quite comical, some quite sad, some both at the same time.
Ray Bradbury wrote many short stories that were later published as collections. One of my very favorites was "The Illustrated Man." The tie-together was a man with tattoos that told each of the stories. Here on his arm was a story, and if you watched carefully the tattoos moved. And here on his hand another. Another collection is called "The Martian Chronicles" which are, Surprise!, set on Mars.
Some stories have parts that are very different for one reason or another. Stories involving journeys are typical of this. The part where people get ready, the part when they are on the trip, the part where they are at the destination, the journey home, and then being at home. These each have differences that are fairly obvious. But the characters will have changed due to the trip.
Some authors have multiple points of view in their stories. This is often the case when there are multiple important points of action going on. Imagine a spy story told part from the POV of the spy and part from the POV of the people being spied on. There are challenges to making this work well. Such as differentiating between the different narrators in a way the audience finds interesting and memorable.