I can't think of a single example.
He prayed in their presence. He taught them how to pray. He went off by himself and prayed. We know this, because they write about it. In Gethsemane, they overhear him praying and he tells them that they, too, ought to pray. But he never ever prayed with them, as far as I have been able to discover.
I don't know what to make of this. For purposes of what I'm currently writing—stuff about how leaders should lead others—it is quite frustrating and it would be a lot easier for me if I could find what I'm looking for.
Thankfully for the case I'm trying to make, there are a number of times where Paul prayed with others, and if we can't imitate Christ, we can at least imitate him.
Acts 16:25 About midnight Paul and Silas were praying and singing hymns to God, and the prisoners were listening to them...
Acts 20:36 And when he had said these things, he knelt down and prayed with them all.
2 Cor 13:7 But we pray to God that you may not do wrong—not that we may appear to have met the test, but that you may do what is right, though we may seem to have failed.
2 Cor 13:9 For we are glad when we are weak and you are strong. Your restoration is what we pray for.
Col. 1:3 We always thank God, the Father of our Lord Jesus Christ, when we pray for you,
Col 1:9 And so, from the day we heard, we have not ceased to pray for you, asking that you may be filled with the knowledge of his will in all spiritual wisdom and understanding,
1 Thess 3:10 as we pray most earnestly night and day that we may see you face to face and supply what is lacking in your faith...
2 Thess 1:11 To this end we always pray for you, that our God may make you worthy of his calling and may fulfill every resolve for good and every work of faith by his power...
So there are plenty of precedents, not to mention commands, to suggest that Christian leaders ought to pray with each other.
But this makes me wonder even more: Why did Jesus never pray with his disciples? (as far as the gospel accounts record)
There is something terribly alienating about this. Not only for us, at outsiders looking in; but for Him, who faced the terror of death and wrath alone:
Heb. 5:7 In the days of his flesh, Jesus offered up prayers and supplications, with loud cries and tears, to him who was able to save him from death, and he was heard because of his reverence. 8 Although he was a son, he learned obedience through what he suffered. 9 And being made perfect, he became the source of eternal salvation to all who obey him, 10 being designated by God a high priest after the order of Melchizedek.
Some thoughts: when we do see Jesus praying, we are being given insight into the very nature of the Trinity. the Son always prays to the Father. The Father never prays to the Son. But the Father graciously gives all things into the Son's hands, both because he sovereignly wills to do so and because the Son, in faith, asks and receives. The Son trusts the Father perfectly for all things, even life itself. (But I am going to have to think some more about whether the Hebrews passage proves this)
And, given that the disciples did not yet have the Holy Spirit, did Jesus refrain from praying with them because they were not yet friends, but servants?
Even so, if Jesus now allows and commands us to pray to the Father as he has prayed, then we are being given admission into a very great privilege.
Heb. 10:19 Therefore, brothers, since we have confidence to enter the holy places by the blood of Jesus, 20 by the new and living way that he opened for us through the curtain, that is, through his flesh, 21 and since we have a great priest over the house of God, 22 let us draw near with a true heart in full assurance of faith, with our hearts sprinkled clean from an evil conscience and our bodies washed with pure water.
Although we are not God, we are being invited to share in Trinitarian delight.
Blessèd assurance, Jesus is mine!
O what a foretaste of glory divine!
Heir of salvation, purchase of God,
Born of His Spirit, washed in His blood.