Yes, there has:

[In the Iran-Iraq War, Wikipedia:](https://en.wikipedia.org/wiki/Iran%E2%80%93Iraq_War)

>The war also saw the only confirmed air-to-air helicopter battles in the history of warfare, with Iraqi Mi-25s flying against Iranian AH-1J SeaCobras on numerous occasions. The first instance of these helicopter "dogfights" occurred on the first day of the war (22 September 1980): two Iranian SeaCobras crept up on two Mi-25s and hit them with TOW wire-guided anti-tank missiles. One Mi-25 went down immediately, the other was badly damaged and crashed before reaching base. The Iranians won a similar air battle on 24 April 1981, destroying two Mi-25s without incurring losses themselves. According to unclassified documents, Iranian pilots achieved a 10-to-1 kill ratio over the Iraqi helicopter pilots during these engagements and even engaged Iraqi fixed-wing aircraft.

These would be pretty loosely classified as a "dogfight" since the Iranian AH-1J's "crept up" on the Mi-25's. It is doubtful that the Mi's did any kind of evasive maneuvering or that the AH's did any kind of aggressive pursuits, but it is air-to-air combat between helicopters.

I don't believe there has been any recorded instance since the Iran-Iraq war, but during that conflict there were multiple instances of helicopter-vs-helicopter battles.