Photons do not interact with each other because photons do not carry any electric charge.
In the presence of very strong electric and magnetic fields, however, there are possibilities for two photons to interact indirectly.
In the presence of strong electric and magnetic fields two energetic photons may interact and produce electron/positron pairs (real or virtual). There are many other possibilities: virtual quarks or leptons may be created as well. These entities interact and transform into real photons again. The entire process has the appearance of elastic photon-photon scattering. This is an extremely rare process. Only few photons will interact in such a way.
Another possibility: in the presence of strong electric and magnetic fields two energetic photons may interact indirectly and the result may be the appearance of a pair. This is an extremely rare process as well.
Direct observations of pair creation from two photons is always important. It allows us to test the fundamentals of particle theory.
First observation of this rare process () was reported by the ATLAS experiment at CERN.