As I have already answered, yes wild animals do form inter-species relationships spontaneously - according to the scientific community. I wasn't just talking about captive or rescue animals. Also, a rescue animal isn't necessarily in need because of human involvement, there are all sorts of other reasons why an animal might require rescuing. We have learned how to observe without interfering, even if we don't always set out to do so.
These relationships in the wild are usually referred to, in the scientific community, as 'mutually beneficial'. This makes these relationships sound purely transactional, but it's far more complex. Almost all animals, wild or domesticated, have some form of observable social behaviour.
Other bonds might be created simply by growing up alongside the other - if two species come into contact from a very early age they become part of the other's development and understanding of their surrounding. In such a situation, without any human intervention, these species domesticate themselves to the other mutually - we can say it's due to immature pheromones, of course. Natural, behavioural, husbandry. Sometimes, though not always, these bonds break when one or the other species reaches a certain age - then again, sometimes not. There's no standardisation in the complex animal kingdom.
There's bonding under stress which, as I have mentioned above, might not be due to human involvement. And there are evolutionary reasons too - it is evolutionarily beneficial for a prey to get its predator to bond, as such many unlikely bonds do occur as there is evolutionary reasons for them to exist. Predators also like to be entertained, to 'toy', and sometimes this does not necessarily result in a kill. Furthermore predators have been known to adopt the orphan offspring of their kills in the wild - there are plenty recorded instances of this. And we do have tracking devices and telephoto lenses and satellite usage these days, amongst other distanced methods of recording.
Marc Bekoff, who has all kinds of amazing credentials, says of such wild relationships “the choices animals make in cross-species relationships are the same as they’d make in same-species relationships. [Eg] Some dogs don’t like every other dog. Animals are very selective about the other individuals who they let into their lives.” I recommend you look at something in his extensive bibliography - he is also a vegan, which is awesome.
There are also studies of wild animals grieving the death of companions from interspecies friendships. And other 'causes', but I do think that is too reductionistic. We should also avoid the arrogance - well, maybe that's not the right word - but it's wrong to believe that interaction with humans sullies the 'wild' in an animal (this is not necessarily the case). Our interaction with animals does not
de facto mean that we make their behaviours impure. If you do ask any zoo keeper, or pet owner, they will tell you that - no matter how hard they have tried - some animals just don't get along.
...until recently, any suggestion that interspecies relationships might be based simply on companionship would probably have been met with derision, dismissed as Pixar-like anthropomorphism. That has changed as research has gradually eroded some boundaries... - NY Times 2015
http://mysteriousuniverse.org/2015/...mal-world-when-mortal-enemies-become-friends/ - Just an easy read if anyone wants it. Contains both wild instance and captive recordings.