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Groundhog Day for a lifetime.(Written 1987 - well before the 1993 film)
Hero dies in the opening paragraph of book. Then comes back to (his own) life as a teenager in the 60's, complete with all his memories. He makes a lot of money betting on sports events he remembers, then invests in a few wild-card stocks that of course make a lot more money.
But then gets to the date of his first death, dies again, and again is reincarnated into his own life, but a few months later than the first time. This happens repeatedly, so he gets a chance to try different girlfriends and lifestyles, and even to try to change history by convincing the CIA that he knows the future (that ends in tears).
Finally on one reincarnation he sees a hit movie that wasn't on any of his previous lifetimes, and meets the producer, who is another repeater, and off they go together. After a couple more iterations, they somehow manage to crash through their previous death dates and live HEA.
Very interesting fantasy - what would you do differently if had a chance to relive your life?
Everyone has things they regret; idea of a do-over sounds appealing, but it also has it's drawbacks.
There is also a play called Constellations on a similar theme.
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