My husband has a very old photo of a collie he used to have. The dog is sleeping on the porch. There is a rabbit snuggled up next to him and 2 chickens perched on his back. It must depend on the dog but there could be accidental damage if the dog is not really, really gentle. Also, rabbits can do a lot of damage themselves with those powerful hind legs. They would definitely need supervision.
The bunny can harm the pup too! Man! The bunny actually lunges at the puppy (nothing else) and the pup hops backwards and makes play bows. Pup is around 50 lbs; if I see bunny trying to get away I would assist the bunny into his room but I haven't seen him do it around puppy. When I get a chance I would record them together (hard since my little sister is against it; my mother knows they both are only playing and is really fine with it - she saw them playing together before and I asked her about it).