I'll leave the real life examples to the more learned, instead, let's talk literature.

Less interestingly then you were probably hoping for, Clue's inspiration is almost certainly Agatha Christie stories, particularly her 1939 novel And Then There Were None (among other titles), although it also heavily drew from the 1979 film Murder by Death, an pastiche of this exact mystery trope. She may also have been inspired by the 1933 film A Study in Scarlet (a Sherlock Holmes film, but completely unrelated to the book of the same name), or the 1930 novel The Invisible Host, which had enough plot similarities to raise the question. Christie had used the closed circle trope as early as her first book The Mysterious Affair at Styles, but I find the similarities between Clue and And Then There Were None more noteworthy.

In literary terminology, the dinner party murder is a form of closed circle mystery, a mystery in which contact with the outside world is cut off (such as being locked in a mansion during a storm), so one of the people present must be the murderer (once it's established that nobody else is in the house). This allows for a great deal of fascinating psychological horror based around the characters not knowing who they can or can't trust. Clue is rather unique in this vein because it adds multiple characters throughout, but each new person who shows up, despite obviously not being the murderer, only heightens the tension and paranoia the guests feel.

Christie certainly didn't invent this trope (it's such a simple concept that it's likely been around for as long as people have been telling stories), but she did a great deal to popularize it in literature.