Yes, you can mix different types of killifish. Killifish from the same genus (not species) can be kept together in the same tank.
Male killifish are more aggressive than female killifish and can become aggressive with each other. You can keep different types of killifish of the same genus in one tank, but avoid keeping more than one male killifish in a tank for a more peaceful community. Remember to provide your killies with plenty of swimming space.