How would Leonin of the Lost Pride interact with an opponents creature who has undying? The player with the undying creature sacrificed it and he also had out Dictate of Erebos, which when the undying creature died player 1 sacrificed the Leonin. Does the Leonin trigger prior to the undying creature coming back?
Your opponent can control what happens, i.e. whether or not you can exile his undying creature before he can return it.
When the undying creature dies, both Dictate of Erebos and Undying trigger at the same time. Since your opponent controls both abilities, he can choose the order in which they go on the stack. Your Leonin is still alive at this point, since it only dies when Dictate actually resolves.
603.3b If multiple abilities have triggered since the last time a player received priority, each player, in APNAP order, puts triggered abilities they control on the stack in any order they choose. [..]
If your opponent puts the Undying trigger on the stack first, and the Dictate trigger second, i.e. on top, the Dictate trigger resolves first. You sacrifice the Leonin, which triggers its own death trigger, which becomes the topmost object on the stack. You can choose to target the undying creature in the graveyard and exile it. Finally the Undying trigger resolves, but the undying creature card is no longer in the graveyard and nothing happens.
If your opponent puts the Dictate trigger first, and the Undying trigger on top, the undying trigger resolves first and that creature will return. Then the Dictate resolves, you have to sacrifice a creature. If you sacrifice the Leonin, its ability will trigger, but you can no longer exile the Undying creature because it already returned to the battlefield.