user17588: How to describe two knights defending each other?
Linked knights? 
Doubled knights?

In Chinese Chess, two 马 (horse/knight)s protecting one another is quite common, and there is a standard terminology: "连环马".

There is a real case: "German Chess Prodigy Surprises Boris Gelfand With A Brutal Queen Sacrifice"(https://www.youtube.com/watch?v=l37hlb32Rs0)

user7297: As far as I know, there's no standard terminology for this. It is usually not the best configuration for two knights; they are stronger when positioned side by side, so that they cover a lot of squares in the same area.
If I had to describe the situation, I'd go for something like 'mutually protecting knights'.
There's a related concept which is called the 'superfluous piece' or 'extra piece', which most often happens with two knights. One of them occupies an outpost, and the other one is basically doing nothing but waiting to recapture on or move to that square when the first one is exchanged.

Here, Black's next move was 11... Ne8, to make the c3 knight superfluous.

user12523: I've seen the term "redundant knights". In general, redundant pieces are pieces can get in each other's way. Here's a quote I could find about the general principle, but not specifically about knights:

Interestingly, two of Lasker’s other points were:
• The principle of
redundancy: Two pieces that move the same way on the same squares can
easily get in each other’s way, while two pieces that never get in
each other’s way – like two bishops – are better coordinated. This was
verified by computer analysis by Larry Kaufman 60 years later! Larry’s
important contributions are noted in several places in this book.

Heisman, Dan. Elements of Positional Evaluation (Kindle Locations 1035-1039). SCB Distributors. Kindle Edition.
Googling specifically for "redundant knights" I found this (also by Dan Heisman):

For example, he calls two knights that guard each other “redundant knights” and notes that this is usually a weak setup.

https://chesscafe.com/coordination/
I don't have access to that article as I'm not a chesscafe.com member so I don't even know who "he" is (maybe Lasker or Kaufman?), so if anyone with full access to that article can provide more context, I'll happily edit my answer.

user15238: They're connected knights.
As the other answers said, this isn't typically that smart a thing for knights. OTOH, rooks are very often made stronger by connecting them (it allows them to thwart any queen intrusion). Thus you'll more often hear about it being “a good idea to connect rooks now”. But I think I've also heard the term used with knights. Just, knights tend to serve more of a tactical role than solid defense of the back-rank, and they're usually better protected by pawns or bishops, as these don't reduce their mobility in the way mutual knight defense does.
For pawns, the term connected of course means something different, since two pawns can never protect each other mutually.

17588: <p>How to describe two knights defending each other?</p>

<p>Linked knights? </p>

<p>Doubled knights?</p>

<hr>

<p>In Chinese Chess, two 马 (horse/knight)s protecting one another is quite common, and there is a standard terminology: "连环马".</p>

<hr>

<p>There is a real case: "German Chess Prodigy Surprises Boris Gelfand With A Brutal Queen Sacrifice"(<a href="https://www.youtube.com/watch?v=l37hlb32Rs0" rel="noreferrer">https://www.youtube.com/watch?v=l37hlb32Rs0</a>)</p>
 7297: <p>As far as I know, there's no standard terminology for this. It is usually not the best configuration for two knights; they are stronger when positioned side by side, so that they cover a lot of squares in the same area.
If I had to describe the situation, I'd go for something like 'mutually protecting knights'.</p>

<p>There's a related concept which is called the 'superfluous piece' or <a href="https://www.chess.com/article/view/an-quotextraquot-piece" rel="noreferrer">'extra piece'</a>, which most often happens with two knights. One of them occupies an outpost, and the other one is basically doing nothing but waiting to recapture on or move to that square when the first one is exchanged.</p>

<p><a href="https://i.stack.imgur.com/3U9sH.png" rel="noreferrer"><img src="https://i.stack.imgur.com/3U9sHm.png" width="300" /></a></p>

<p>Here, Black's next move was 11... Ne8, to make the c3 knight superfluous.</p>
 12523: <p>I've seen the term &quot;redundant knights&quot;. In general, redundant pieces are pieces can get in each other's way. Here's a quote I could find about the general principle, but not specifically about knights:</p>
<blockquote>
<p>Interestingly, two of Lasker’s other points were:</p>
<p>• The principle of
redundancy: Two pieces that move the same way on the same squares can
easily get in each other’s way, while two pieces that never get in
each other’s way – like two bishops – are better coordinated. This was
verified by computer analysis by Larry Kaufman 60 years later! Larry’s
important contributions are noted in several places in this book.</p>
</blockquote>
<p>Heisman, Dan. Elements of Positional Evaluation (Kindle Locations 1035-1039). SCB Distributors. Kindle Edition.</p>
<p>Googling specifically for &quot;redundant knights&quot; I found this (also by Dan Heisman):</p>
<blockquote>
<p>For example, he calls two knights that guard each other “redundant knights” and notes that this is usually a weak setup.</p>
</blockquote>
<p><a href="https://chesscafe.com/coordination/" rel="noreferrer">https://chesscafe.com/coordination/</a></p>
<p>I don't have access to that article as I'm not a chesscafe.com member so I don't even know who &quot;he&quot; is (maybe Lasker or Kaufman?), so if anyone with full access to that article can provide more context, I'll happily edit my answer.</p>
 15238: <p>They're <em><strong>connected</strong> knights</em>.</p>

<p>As the other answers said, this isn't typically that smart a thing for knights. OTOH, <em>rooks</em> are very often made stronger by connecting them (it allows them to thwart any queen intrusion). Thus you'll more often hear about it being “a <a href="https://chess.stackexchange.com/a/476/15238">good idea to connect rooks</a> now”. But I think I've also heard the term used with knights. Just, knights tend to serve more of a tactical role than solid defense of the back-rank, and they're usually better protected by pawns or bishops, as these don't reduce their mobility in the way mutual knight defense does.</p>

<p>For pawns, the term <em>connected</em> of course means something different, since two pawns can never protect each other mutually.</p>
