Great question! So, yes and no. To answer your question specifically, there weren't any MAJOR battles in the ballpark of casualties in the thousands. There were some small skirmishes, mostly out west (think Texas), like the Battle of Palmito Ranch on May 12 & 13 1865. One has to remember that the Civil War didn't end with Lee's surrender at Appomattox, however, but rather on May 10th, when the war was declared officially over by Pres. Johnson. Between Lee's surrender and May 10th 1865, there were indeed a few skirmishes (see The Battle of West Point on April 16th and The Battle of Anderson on May 1 for examples), though nothing one might deem "MAJOR." Even so, there was the Confederate raider, The CSS Shenandoah, which raised all kinds of trouble for Union whaling vessels months after the Civil War had ended.

The Shenandoah was commissioned as a prize-hunter as an official Confederate sail-steamer (it had the ability to sail as well as steam), and did pretty darn well for itself when it finally sailed from England, around the southern tip of Africa, into Australia for refitting and crew, and then up off the coast of Alaska. There, it had a field day taking Union merchant vessels. The problem was, the Shenandoah ceased being a commissioned vessel protected by the articles of war the moment the war ended, which made their actions off the coast of Alaska piracy. This was a big deal for the captain and crew of the Shenandoah, who would have been arrested and likely hanged if they got caught (during the war, they likely would have just been taken prisoner and eventually paroled).

Once the Captain of the Shenandoah realized that the war was indeed over (he was shown a newspaper clipping), he realized how much trouble he and his crew were in, and they decided to lay low for a while. They eventually elected to return to England and surrender the ship there, which they did about a year after the war had ended. So, as a point of trivia, the crew of the CSS Shenandoah represented the last Confederate force to surrender, and they also had the distinction of being the only Civil War vessel, North or South, that completely circumvented the globe.

[Sources: Tom Chaffin, 'Sea of Grey'; Paul Williams, 'The Last Confederate Ship at Sea']