Yes, they can interbreed with some other splendens complex bettas. It's not a good idea to purposely hybridize with these species though because 1) the other species are in danger of extinction in their natural habitats, making pure strains important in the aquarium trade and 2) you're very unlikely to find people who want a hybrid, there just isn't a large enough market for it, and 3) the wild coloration genes from the other species will almost certainly be dominant over anything else, and wild colored bettas aren't hugely popular.
B. splenden, B. imbillis, B. mahachai, B. smaragdina are 4 species commonly crossed bred. You need to have a goal and plan because, like babystarz said, there's no market for them. And if you're lucky, it will take you at least 3 generations to get them right (what ever you want to create).