They mention "The Last Great Time War" in Doctor Who. Assuming that the one they talk about is the last, have there been other time wars in Doctor Who? Have they ever been mentioned in the classics?
Yes, the Time Lords have had (will have) multiple cross-temporal conflicts or "time wars" over the length of their species' existence. The first time war fought by Gallifrey was the Black Sun War, starting when the Order of the Black Sun sent a time-travelling assassin to prevent Gallifrey from gaining time travel.
The Order of the Black Sun itself existed 30,000 years in the future, and launched a second attack in the Question Hall twenty years after the initial attack. (COMIC: 4-D War)
The Time Lords had been viewed by the Order as striking first in the present, after the Sontaran ambassador Brilox used a psy-snare to make the parahuman Millenium assassinate the Black Sun Elder in an attempt to secure the uranium on Desrault for the Sontarans while Gallifrey and the Black Sun were "at each other's throats". (COMIC: Black Sun Rising)
- While the televised shows often called the Time War with the Daleks "The Last Great Time War," it was called this because after this war, the Time Lords were rendered nearly extinct, and removed/isolated from the rest of the temporal flow of the Universe.
No canonical mention of any other temporal conflict has ever been mentioned on screen.
The BBC 8th Doctor Novel range described a series of events beginning with a "Last Contact" between the Time Lords and an unnamed Enemy. Several of the novels in that series depicted paradoxical events, including an alternate death-and-regeneration event for the Third Doctor. These in turn fed a third power, Faction Paradox, originally an offshoot from the Time Lords, which seemed to be taking advantage of the situation rather than actually the Enemy. Faction Paradox has since enjoyed its own series of spin-off media.
Big Finish have depicted a series of temporal conflicts in its Gallifrey range of audio plays. These stories depict Lord President Romana's efforts to navigate the treacherous politics within Gallifrey, and between Gallifrey and other Temporal Powers.
On the one hand, none of these things are really canonical, based on the usual definition of canon for a television series.
On the other hand, Steven Moffat is more or less on record as saying that there's no such thing as continuity in a show about a time traveler, which means that none of these events are really mutually exclusive with the Last Great Time War.