Earlier this year, bottlenose dolphins were documented for the first time riding humpback whales in Hawaiian waters. The whales seem to enjoy it and get into it as well. When the dolphins are riding on their backs, they will sometimes go up to the surface and lift the dolphins into the air.
This is so that the dolphins can actually slide down the backs of the whales down into the water, like a makeshift slip and slide. Scientists believe it is just a game between the two species, because neither of them displays aggressive or distressed behavior to the other. It seems to be something they both just genuinely enjoy.
Still, such interactions are pretty rare, or at least are very difficult to capture. Generally speaking, social behavior like this is actually pretty uncommon between species. You can watch more about it in this video: