In 1908, Leo Tolstoy sent "A Letter to a Hindu" to Tarak Nath Das, a leader of the Indian freedom movement. In it, Tolstoy made the case for nonviolent resistance as the only way for India to gain independence from Britain. You can read the letter, along with Mohandas Gandhi’s introduction, over here.
At Slate, our own Mark O’Connell delves into the history of the self-interview, which you can find many examples of over at The Nervous Breakdown. Mark cites examples of self-interviews by prominent writers, including Tennessee Williams, F. Scott Fitzgerald and Year in Reading alum John Banville.