....and off screen.
The friendship extends off screen as well. When STAR WARS beat out JAWS' box office gross, Speilberg took out a full page ad in Variety showing the R2 on the back of a boat with a fishing pole, reeling in a very big shark.
Lucas returned the congrats a few years later when ET came out and shattered STAR WARS records. His ad showed R2 placing a crown on ET's head, as in king of the box office.
In 1997 when STAR WARS was re-released and added to it's total gross, it re-took the top spot. Spielberg's response add was a long line of cartoon characitures lead by ET, with R2 zipping past them all to the head of the line.
Finally, when James Cameron's TITANIC came out and blew everyone away, Lucas included him in on the joke, with a full page add showing all the STAR WARS characters jumping off the sinking ship (complete with Han and Leia embracing Jack and Rose like on the ship's bow) and his congratulations.