This should be a sticky.

Cog threads can be French, ISO, or BSC (British). French disappeared from the scene 40 years ago, so you don't have to worry about them on any modern hubs. ISO and BSC are similar, but not quite identical. In particular, they differ in the depth of the threads, so mismatching can cause you to shave off the tops and a bit of the sides of the threading on the hub. If you (or somebody) has already done the mismatch, then you've already shaved the threads slightly so yes, the wrong cog will spin on just fine. You have just increased the risk of stripping somewhat.

To add to the problems, some cogs are subjected to hardening treatments that gunk the threads up with stuff that prevents them from fitting properly (Suntour Superbe Pro cogs are particularly bad at this). If you use a brass brush and clean out the threads, this problem goes away. Oh, and you can have a ding on your cog threads which can prevent it from fitting any hub properly without messing up the threads.

On to lockrings: There are three versions, Campy, BSC (English) and Mavic (French). The Campy lockring works on Campy, Zeus, Gipiemme, and the various Campy clones (and on Phil Wood, by the way). BSC is ubiquitous on all the Japanese hubs and most others. Mavic is unique to Mavic and is almost, but not quite, a BSC thread -- some people use a BSC (Dura Ace) lockring in a pinch and since you aren't torquing it like a cog, you might get away with it, but Mavic lockrings are cheap and readily available from John Dacey at Business Cycles.