The dancing galaxies are located 140 million light-years away from us, in the Canis Major constellation.

The larger and more massive galaxy is labled as NGC 2207, and the smaller is IC 2163.

Sources:

http://nasaimages.org/luna/servlet/detail/nasaNAS~5~5~23461~127381:A-Grazing-Encounter-Between-Two-Spi?qvq=q:ngc+2207