Let $A$ be a commutative ring with one, let $$ M=M_0>M_1>\cdots $$ be a descending chain of finitely generated $A$-modules, and let $a$ be in $A$.
Does the inclusion $$\bigcap_{n\in\mathbb N}aM_n\subset a\left(\bigcap_{n\in\mathbb N}M_n\right)$$ always hold?
Here of course "$\subset$" means "is a not necessarily proper subset of".
Let us show that the answer is Yes if $A$ is a principal ideal domain.
We can assume $a\ne0$.
Let $(x_n)_{n\in\mathbb N}$ be a sequence of elements of $M$ such that $ax_n=ax_0$ for all $n$.
It suffices to find an element $x$ in the intersection $I$ of the $M_n$ such that $ax=ax_0$.
We have $M_n=T_n\oplus F_n$, with $T_n$ torsion and $F_n$ free. The $(T_n)_{n\in\mathbb N}$ forming a weakly decreasing sequence of artinian modules, we can assume $T_n=T\subset I$ for all $n$, and it suffices to prove $x_0\in I$.
Writing $x_n=t_n+f_n$ (obvious notation), it is enough to verify $f_0\in I$.
Our equation $ax_n=ax_0$ becomes the system $$ at_n=at_0,\quad af_n=af_0. $$ This implies $f_0\in f_n+T\subset M_n$ for all $n$, and thus $f_0\in I$, as was to be shown.
The answer is No.
As pointed out by user26857 in a comment, a counterexample is given by Example 2.4 in
Anderson, D., Matijevic, J., and Nichols, W. (1976). The Krull intersection theorem. II. Pacific Journal of Mathematics, 66(1), 15-22.
Let $K$ be a field and let $A$ be the commutative unital $K$-algebra generated by the symbols $a,x,y_1,y_2,\dots$ subject to the relations $$ x=ay_1=a^2y_2=a^3y_3=\cdots $$ We have $$ x\in\bigcap_{n\in\mathbb N}\ (a)^n=\bigcap_{n\in\mathbb N}\ a\ (a)^n,\quad x\notin a\,\bigcap_{n\in\mathbb N}\ (a)^n, $$ so that we get our counterexample by setting $M:=A$ and $M_n:=(a)^n$.