We construct and study in detail various dual pairs acting on some infinite dimensional Fock representations between a finite dimensional classical Lie group and a completed infinite rank affine algebra associated to an infinite affine Cartan matrix. We give explicit decompositions of a Fock representation into a direct sum of irreducible isotypic subspaces with respect to the action of a dual pair, present explicit formulas for the highest weight vectors and calculate the corresponding highest weights. We further outline applications of these dual pairs to the study of tensor products of modules of such an infinite dimensional Lie algebra.