cattledog:
Yes.Sometimes relays can make electrical noise which effects the display, but with the proper isolation, shielding, and filtering it can all be made to work if there are problems. The first place to start is with a capacitor across the Vcc/Gnd inputs of the display. Are the relay modules that you have optically isolated? What are they switching, and how are they powered?
Well with my current setup the relays are located on a 4 channel relay board completely separated from the mega. They control a series of outlets that power various things like fans, lights, fog pumps, and heat in the winter but I was intending on redesigning the layout of things onto a single project board.