Start with Charles Ives, notably the second movement of the Symphony No. 4, and the Concord Sonata. Other pieces have the ‘multiple marching bands’, and he leaves a number of questions unanswered.
You may want to delimit your question a little first as there is the Mozart polymeter in Don Giovanni which could be polytempo with a common pulse. Sometimes called cross-rhythm. The characteristic being that the cycles of beats align, for example a 4 beat cycle and a 5 beat cycle will align after 20 beats.
See also Henry Cowell,
https://en.wikipedia.org/wiki/Henry_Cowell, and New Musical Resources.
Conlon Nancarrow and the Player Piano Studies:
https://en.wikipedia.org/wiki/Conlon_Nancarrow
Elliott Carter and metric modulation.
One of the major orchestral pieces is Stockhausen’s Gruppen, for three orchestras. There are a couple of recordings and some videos. Try this one:
https://www.youtube.com/watch?v=mqvlrphkGAU&spfreload=10
Henry Brant, however I do not know the scores so cannot say whether there were multiple conductors, ie, multiple tempi. I think there may have been, as in 1969-70 I composed a 12 minute piece, Games, for 12 brass, saxophone quartet, six flutes [thanks to the Unanswered Question], and organ after reading about Cowell and Brant.
Three conductors were required as the brass were in a high balcony, the saxophones in the middle of the audience, and the flutes were on stage. The ensembles only played together briefly at ‘cadences’, or points of articulation. There were no shared tempi to speak of. Sections of the flute part and the organ were in spatial notation. The piece was played once.
This was an outgrowth of a 1968 piece, Characters in Slow Motion, for woodwind quintet drawing heavily on the ideas of metric modulation from the early Carter works, notably the Eight Etudes and a Fantasy.
https://en.wikipedia.org/wiki/Metric_modulation. In a reading of Characters it was clear that the performers could not reliably perform in tempi related by irrational amounts, such as q = 50, q = 60 and q = 70, and maintain a sense of ‘character’ — an idea drawing heavily on Carter. To solve this I rewrote the score [on graph paper] and the parts in spatial notation with something like “10 seconds per line”. The performance demands were far too heavy for the available ensemble.
But times and hearing change. The Pacifica Quartet have released a recording of the complete Carter Quartets,
http://www.amazon.com/Elliott-Carter-Complete-Quartets-Pacifica/dp/B002YOJC7W, where they play with the simplicity, grace, control and precision of performing a Haydn minuet and trio. I would suggest starting with the Fourth Quartet where the ratio of note division between the four parts is 3:4:5:7 or 5:6:7:8.
I find multi-tempo pieces work better with adequate spatial separation of the parts.
Kevin
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