Here's an image taken by Cassini taken on October 11th of Saturn's moons Dione and Rhea.
http://www.jpl.nasa.gov/images/cassi...205-browse.jpg
How close are they? Only 300,000km (less than the distance between the Earth and the Moon) separates these two satellites of Saturn. In this image, Dione (on the left) is in front of Rhea.