There is at least one outtake with him and William Shatner from Fade Into Murder (at least, I'm pretty sure it isn't from Butterfly In Shades Of Gray). I've seen it on blooper specials.
I've mentioned this before, but in LADY IN WAITING, Beth sort of pretends to misunderstand when Columbo says he's "compulsive," as if he meant something sexual. She smiles and says "Are you REALLY?" and leans toward him. When she does that, he moves back kind of quickly. That's always looked like an ad-lib to me, with Susan Clark coming up with the joke and Peter going along with it. But who knows.