House elves *bond*. Dobby to Harry, even though his loyalty was nominally to the Malfoys. Winky to the Crouches, even though she's technically working at Hogwarts now. Kreacher to Mrs Black, with Sirius getting scant respect.

They will give lip service to their nominal masters, but if there's a conflict of interest they will do their damndest to stick with the person with whom their personal loyalties lie.