Lossy transmission over a relay channel in which the relay has access to correlated side information is considered. First, a joint source-channel decode-and-forward scheme is proposed for general discrete memoryless sources and channels. Then the Gaussian relay channel where the source and the side information are jointly Gaussian is analyzed. For this Gaussian model, several new source-channel cooperation schemes are introduced and analyzed in terms of the squared-error distortion at the destination. A comparison of the proposed upper bounds with the cut-set lower bound is given, and it is seen that joint source-channel cooperation improves the reconstruction quality significantly. Moreover, the performance of the joint code is close to the lower bound on distortion for a wide range of source and channel parameters.