What interaction did the Buddha have with his family after leaving? I know he did some teaching with his mother in the heaven realms but what other incidents are mentioned in the cannon?
Apart from Dhammadhatu's answer regarding the Buddha's son Rahula becoming a monk, there are also other interactions with his family, like the founding of the order of nuns due to the insistence of his aunt and foster mother, Maha Pajapati Gotami, who became the first nun.

Also, his wife, Yasodhara later became a nun and his half-sister Sundari Nanda also became a nun.

And, not to forget one of the Buddha's most well known disciples and personal attendant, Ven. Ananda who is also his cousin.

While his father, King Suddhodana did not become a monk, he too had some interaction with the Buddha, when his grandson Rahula became a monk, leading to the new rule being created, that nobody would be ordained without their parents' permission.


  When King Suddhodana heard that his beloved grandson had become a monk
  he was deeply grieved. The king said, "When you left home it made me
  sad. When Nanda left home my heart ached. I concentrated my love on my
  grandson and again the one I love has left me. Please do not ordain
  anyone without their parent's permission." To this the Buddha agreed
  and never ordained anybody after that without their parents'
  permission.