Assuming you're referring to WW II, First Legion, as you probably know, is differently stylistically than other company's figures so they may not work well with other company's figures.
Britains has redone WW II and come out with some interesting figures lately and, based on Britains American Civil War working with FL Civil War, they may work together. However, I haven't seen any of the new Britains WW II figures in person to say one way or the other.
King & Country and Thomas Gunn are similar to each other but sizewise and stylistically I don't believe they will work together.
Figarti will definitely not, both size wise and stylistically.
CS, probably the same answer.
Now, in other ranges FL may work with other companies' products. People say that FL and K & C Crusaders go together; FL, TG and some K & C Naps go together; and Britains and FL ACW can work together. I have seen some CS Civil War and I think they could work with FL Civil War (a range I collect).
Hope that answers your question.