Walden and Evelyn are good friends. And have a better relationship than Charlie and Evelyn ever did.
In "Those Fancy Japanese Toilets", Evelyn helps Walden redecorate. Alan warns Walden of his mother's intentions. Although Walden listens to him and says he wont get down with her. The two of them end up sleeping together.
In "Why We Gave Up Women", the two of them are seen talking to each other since There time in bed. Evelyn tells Walden she would be devastated if Alan died (after a minor heartattack).In "I Think I Banged Lucille Ball", Walden, Evelyn, Jenny, Berta and Marty get drunk and high. After Evelyn and Marty leave the room and Berta falls asleep on the couch, Walden tells Jenny that Evelyn (along with Alan and Charlie) was the only family he had left.