Does everybody remember "Choose your own adventure" books? You'd come to a cliffhanger page that asks, "If you try to climb down into the ravine, turn to page 17 ... If you think you can jump, turn to page 23..." It was only a matter of time before you found every combination through the book, quickly spotting places where the lines converged (so that whether you went 15->17->25->26 or you went 15->23->24->25->26 you found yourself in the same spot). But, still, a great example of how you can put some interactivity into a book.
The digital age gets to finally kick this up a notch with projects like Coliloquoy, which tracks the actual statistics of how people go through your book and reports those number back to the author.