I have a 8Fg Futaba Radio

http://www3.towerhobbies.com/cgi-bin/wti0001p?&I=LXXGG1&P=ML

and was wondering if with this radio I can control the 2.4 GHZ receivers made by other manufacturers.

I bought a walkera heli

http://www.walkera.com/en1/particular.jsp?pn=Z6LAMA20104

With the above setup I got another 2.4 GHZ transmitter. At the time of purchase I was of the openion that I would be able to fly this heli with the existing futaba TX that I have. However, this is not actually possible and the futaba Tx is not compatable with this Heli.

Now I want to buy a Koyosho 2.4 GHZ car and am wondering if I have purchase another radio or I can manage with one of the 2 radios that I currently have. Is there a way I can find out?

The Car I am looking to buy is

http://www.kyosho.com/eng/products/rc/detail.html?product_id=106557

The website says it needs ASF 2.4GHz Perfex KT-18 transmitter.

Ideally as with everyone else I would like to have one transmitter for all the rx that I have or will have.

Pretty much all 2.4Ghz systems are incompatible with one another (except for the case of low cost systems which are manufactured by one company but sold under different brandings).

Your main radio, which is the Futaba 8FG, uses proprietary Futaba FASST technology, and will be incompatible with everything else.  The simplest solution is to get a Futaba FASST receiver for your car. 

BTW, car/surface radios look and feel different than aircraft radios, but nothing prevents you from controlling a car using an aircraft radio.

Hmm.. not exactly what I wanted to hear. I had high expectations that I would be able to control all the models (even by different manufacturers) with the same TX. I guess I will still have to get the different Tx for different manufacturers.

Please note my response above. You need different RXes (of the same brand as your TX), not different TXs. But some RTFs come with all-in-one RX units that are difficult to replace. 

I have 2 futaba Rx for 2 of my planes and both the RX work with the 1 TX. This is fine. What I wanted was to control Walkers Heli and the Kyosho Car also with the same 2.4 GHZ Tx but as I get from above this is not possible.

Normally it would be possible if you get more Futaba RX (not TX).

But in this case, the heli receiver is one of those all in one units, which makes it difficult to substitute.  The car one is hidden in the pictures, so I am not sure if it can be substituted.  But if you buy any standard heli or car, you can just buy more RXes, and use your existing radio/TX.

Just for the sake of clarity, most people use dedicated "car specific" radios, with different shape and controls, but it is more of a convenience thing.

R the receivers used in planes n helis same or we have to buy seperate receiver?

They are the same.  After all, all they do is control ESCs, servos, gyros etc.  You may need more channels for some helis (as compared to most planes which use only 4 channels), but they can be used for both.