The Dawn Mission is NASA's first mission to orbit 2 objects. Dawn launched on 2007 and is currently studying the dwarf planet Ceres. It discovered what Ceres' bright spots were, for example (ice).
Dawn also orbited giant protoplanet Vesta. NASA hopes that 'by studying both these two distinct bodies with the same complement of instruments on the same spacecraft, the Dawn mission hopes to compare the different evolutionary path each took as well as create a picture of the early solar system overall.'
A close-up of Ceres
“Dawn is the first mission of NASA to orbit 2 objects.”