Earlier this month. On January 17, Madagascar and Mozambique both got new prime ministers. On January 9, Sri Lanka and Mali both got new prime ministers, and Sri Lanka got a new president.

If you count the British monarchy I think it would be 6 Feb 1952 when the UK, Canada, Australia, NZ, Pakistan, SA, and Ceylon all changed 'leaders' on the same day, it just happened to be the same leader.