By this I am referring to the Scandinavian ones that launched raids and invaded places with forces like the Great Heathen Army. I have never heard of any particular naval combat they were associated with. (Perhaps this is due to a relatively small number of boats around and low populations not providing a mass of events)
Speaking for what I know about northwest Europe and the British isles: There was no true naval warfare in the Viking era, if by "naval warfare" we mean warfare unconnected to war at land. The nature of Viking ships was such that they could only come alongside and fight in a river, port, estuary or similar area; any attempt to fight in a seaway would inevitably lead to the ships being stove in and sunk. That said, though, there are many battles recorded in the Anglo-Saxon Chronicle and other sources, but the descriptions are frustratingly vague.
EDIT: I should also link to this comment (check out the rest of the thread too) to help.