Technically this is a question about prehistory, but: yes, more than once. It's quite well documented. They did so during the various waves of migrations out of Africa, so people of Sub-Saharan descent have little or no Neanderthal DNA, while others can have up to 4%. Africans may have interbred with Homo erectus or another archaic hominid species, but which one is not clear. Some populations, like the ancestors of the Melanesians, also interbed with the Denisovans, another hominid group that previously occupied Asia but which was unknown until the last decade.