For 40k (rather than Apocalypse):
As mentioned, Daemonhunters, Witch Hunters, and Kroot Mercs all may be allied in various combinations to other forces. The only one I haven't seen mentioned is Deathwatch, which may also be used with Imperial armies. So as far as I know, there are four different forces that may be included as allies in other 'base' armies. Each of them have their own set of rules governing how they may be included, of course. The upshot is that the rules to ally them are found in each of their respective codices, two of which can be downloaded from Games Workshop (Kroot and Deathwatch).
Cheers,
-H