This sort of thing has been done for as long as there has been fiction. Some of the earliest surviving texts have out of order narrative.
It isn't necessarily the earliest, but a good example is the three Theban plays by Sophocles.
- Oedipus the King, first in story order, second written and performed (429 BCE)
- Oedipus at Colonus, second in story order, last to be written and performed (401 BCE)
- Antigone, last in story order, first to be written and performed. (441 BCE)
Oedipus The King itself has an out of sequence narrative. It starts with him already the king. It then provides descriptions of earlier events, the prophecies, the murder of the former king, and so on.
Additional info:
If you don't accept Oedipus, then how about the Iliad instead? It is definitely written as part 2 of a longer saga. It starts at a point late in the war, and ends before the end of the war.
Homer's other Trojan poem, The Odyssey, takes place after the war ends. Basically it's part 7 of the saga.
Other poems by other authors, now lost, tell other parts. Cypria by Stasinus, tells of the start of the war, but was written later.
Of course, none of them had numbers in the title.