Diplomacy
Pontic Steppe
There is extensive evidence of Scythian interactions with Greek states, Persia, Media, and other neighboring cultures (such as in various grave goods and in some records from said neighboring cultures).
Herodotus mentions the mixing of Scythian and Greek cultures in and around Olbia (Histories 4.17).
Persia
Herodotus discussed several instances of Scythian diplomacy/politics in relation to Darius' attempted invasion of Scythia.
At one point, the Scythians attempt to maneuver their armies in a feigned retreat into neighboring territories. Some of these allowed the maneuvers, but the Agathyrsi closed their borders and threatened to attack the Scythians if they trespassed.
When Darius sent a messenger to demand the Scythians stop retreating and provide tokens of subservience to the Persians (Histories 4.126), the Scythian king Idanthyrsus responded that the Scythians were acting as they always did (as nomads), and he noted that they would only be spurred to fight if the Persians attempted to desecrate Scythian graves (Histories 4.127). The Scythians then proceeded to harass the Persian army.
Later, the Scythians sent Darius a messenger with several gifts: a mouse, a bird, a frog, and five arrows. While some Persians took this as a sign of the Scythians' submission, the Persian advisor Gobryas interpreted things differently: ““Unless you become birds, Persians, and fly up into the sky, or mice and hide in the earth, or frogs and leap into the lakes, you will be shot by these arrows and never return home” (Histories 4.131-132).