Sometimes investigations into one thing can find yourself working with another Inquisitor / group of Acolytes from another Ordo because whatever you find might be related to investigations for both groups, and this is demonstrated in the Dark Heresy novels by Black Library.
In the second of those books, you have a Acolytes from Hereticus working with Xenos and Malleus because the people smuggling their lost rogue psykers are using Xenos weaponry and tech, and for whatever reason daemons (or what the acolytes believe are daemons) got involved because of the psykers.
And there's always a chance some poor Xenos (well, not poor as far as the Imperium is concerned) goes and gets themselves possessed, and the OX and OM might find themselves working towards the same goal.
Also, an Avatar of Khaine (from Eldar forces) is part-daemon, meaning the 2 groups might have to work together if a particularly large Eldar force is operating in the area (a large enough size to warrant the need for an Avatar to support the Eldar attack / defense).
I'm sure you could think of plenty of other reasons over time, but there's a few.