If you played normal CSMs you could, but under the night lords rules it states that the only mark you can have is undivided, so if your using night lord rules you cannot have anybody with a mark besides undivided.
If you're playing a "normal" black legion army list you could paint up the different legions and filed them in one army, although you woulden't be able to use any of the special legion rules then.
But as a general answer to the question, just look in the nightlords entry in the codex and it should specify which units you may include.
But generally all the legion except World eaters, Thousand sons, deathguard and the emperors children are undivided armies.
And if you use an undivided list then, sorry... no 'zerkers.
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