Indeed there are! This one is just for signals intelligence, but you can be sure that they share a lot more than that.
http://en.wikipedia.org/wiki/UKUSA_Agreement
"The United Kingdom – United States of America Agreement (UKUSA, /juːkuːˈsɑː/ ew-koo-sah)[1][2] is a multilateral agreement for cooperation in signals intelligence among the United Kingdom, the United States, Canada, Australia, and New Zealand."