In most cases most everything fits. But there are a few exceptions.
With helmets, sunglasses, other head accessories, you gotta take into whether or not the the figure has hair that may make the head wider or more fat. Or maybe the helmet or hat was designed for a female figure and may not fit a male figure.
Hands are an issue for holding some things. A closed grip or a "C" grip may not work as well for a firearm as it would for a sword or other straight handled object. Even the bendable hands have issues with certain accessories.
Some boots and shoes just aren't compatible with certain feet. Hasbro's vintage and vintage styled Joes have sleds for feet and don't really fit many modern boots. At least that's what I have run into.
Also some manufacturers' figures may differ in size just a bit and could make for ill fitting clothes, uniforms, etc.
I don't usually run into a whole lot of problems when buying loose accessories.
I'll take some pictures later tonight to show you some examples.