Dolphins have learned that by swimming just in front of large whales, a behavior known as bow riding, it saves them a lot of energy. They also seem to have fun when they are bow riding, as they may twist and turn or leap out of the water while bow riding. Scientists were puzzled when they see dolphins swimming just in front of boats, until they figured out that dolphins do that with larger whales and they were treating the boats as though the boats were whales.

The same way elk do with deer i assume they have a though or interaction of what the hell is that thing and get on their way

There were a couple vids from whalewatchers where it looked as if some dolphins were playing with blue whales, or at least swimming by them and clearly not in an attacking way. It looked like this was also the case with a vid of some dolphins and humpback whales. I also know that orcas will attack dolphins for food, but orcas technically are just giant dolphins so I'm not really counting that as whale-dolphin interaction.