Sutta references

Perhaps one of the places it occurs is, there's something like that in, DN 25:

Nigrodha, you might think: ‘The ascetic Gotama speaks like this because he wants pupils.’ But you should not see it like this. Let your teacher remain your teacher.

You might think: ‘The ascetic Gotama speaks like this because he wants us to give up our recitation.’ But you should not see it like this. Let your recitation remain as it is.

You might think: ‘The ascetic Gotama speaks like this because he wants us to give up our livelihood.’ But you should not see it like this. Let your livelihood remain as it is.

You might think: ‘The ascetic Gotama speaks like this because he wants us to start doing things that are unskillful and considered unskillful in our tradition.’ But you should not see it like this. Let those things that are unskillful and considered unskillful in your tradition remain as they are.

You might think: ‘The ascetic Gotama speaks like this because he wants us to stop doing things that are skillful and considered skillful in our tradition.’ But you should not see it like this. Let those things that are skillful and considered skillful in your tradition remain as they are.

I do not speak for any of these reasons. Nigrodha, there are things that are unskillful, corrupted, leading to future lives, hurtful, resulting in suffering and future rebirth, old age, and death. I teach Dhamma so that those things may be given up. When you practice accordingly, corrupting qualities will be given up in you and cleansing qualities will grow. You’ll enter and remain in the fullness and abundance of wisdom, having realized it with your own insight in this very life.”

I think if you read this quote out of context it says something like, "Keep your other religions" and even "Other religions are compatible with (not incompatible with) the Buddha's doctrine."

Piya Tan's introduction says

This sutta is a good example of early Buddhist humour. It is also an important document on the Buddhist tolerance of other faiths and as such serves as an excellent platform for interfaith dialogue. It also shows that the Buddha does not always teach to convert, but teaches because there are negative and bad states that bring about rebirth and suffering, and it is to free us from them that the Buddha teaches.

... and later ...

On a higher level, the Buddha is declaring that he is not teaching a new religion, but a universal spirituality that underlies any religious teaching worth its salt.

However I'm not sure I read it quite that way in context. I think the body of the sutta explains the ascetic's practice but eventually gets to saying that that's not "the heartwood" -- and the heartwood is what the Buddha teaches. Also the next paragraph implies that the audience should have taken the Buddha as their teacher:

When this was said, those wanderers sat silent, dismayed, shoulders drooping, downcast, depressed, with nothing to say, as if their minds were possessed by Māra. Then the Buddha thought: “All these foolish people have been touched by the Wicked One! For not even a single one thinks: ‘Come, let us lead the spiritual life under the ascetic Gotama for the sake of enlightenment—for what do seven days matter?’

More specifically I interpret the quoted passage as saying, "Gotama doesn't want pupils, doesn't want us to give up recitation", etc. -- i.e. it's denying that Gotama wants these (worldly, perhaps competitive) things -- and it's this that's a better explanation of what Gotama wants, i.e. the motive for which he teaches:

I do not speak for any of these reasons. Nigrodha, there are things that are unskillful, corrupted, leading to future lives, hurtful, resulting in suffering and future rebirth, old age, and death. I teach Dhamma so that those things may be given up. When you practice accordingly, corrupting qualities will be given up in you and cleansing qualities will grow. You’ll enter and remain in the fullness and abundance of wisdom, having realized it with your own insight in this very life.

Quite possibly, though, this is a good model for how to engage in "inter-faith dialog". This might be an example of that: Where does the Dalai Lama say '... be a better whatever you already are'?