Naval:

Battle of the River Plate. British cruiser take on a German pocket battleship. http://en.wikipedia.org/wiki/Battle_of_the_River_Plate

Altmark incident in neutral norway. The british board a german supply vessel that holds prisoners captured by the Graf Spee (the aformentioned pocket battleship). http://en.wikipedia.org/wiki/Altmark_Incident

Phoney war: period of inaction on the western front prior to the invasion of france and the low countries. http://en.wikipedia.org/wiki/Phoney_War

The Norwegian campaign featured large amounts of british naval and ground forces. Primarily around Narvik (a couple of naval engagements and a long ground campaign that lasted beyond the Dunkirk evacuation). http://en.wikipedia.org/wiki/Norwegian_Campaign http://en.wikipedia.org/wiki/Action_off_Lofoten http://en.wikipedia.org/wiki/Battle_of_%C3%85ndalsnes http://en.wikipedia.org/wiki/Namsos_Campaign http://en.wikipedia.org/wiki/Battles_of_Narvik http://en.wikipedia.org/wiki/Operation_Weser%C3%BCbung http://en.wikipedia.org/wiki/HMS_Glowworm_(H92)#Final_battle

Air war: http://en.wikipedia.org/wiki/Battle_of_the_Heligoland_Bight_(1939) http://en.wikipedia.org/wiki/Advanced_Air_Striking_Force

I remember the british evacuating Dutch gold reserves and sabotaging the Rotterdam oil works when the germans invaded. Read about it in one of Loe de Jong's books (about the battle for the Netherlands). This featured a british destroyer and about a platoon of marines. iirc. The air war was also fought above neutral countries like the Netherlands and Belgium. British (and German) planes where shot or forced down by these neutrals as well.

And of course the battle for France http://en.wikipedia.org/wiki/Battle_for_France http://en.wikipedia.org/wiki/Battle_of_Arras_(1940) http://en.wikipedia.org/wiki/Operation_Ariel

I hope this helps