I embarked with some Gremlins to test this sort of thing out, and found it was possible to recruit them into the military, though they don't seem to appear on the military menu, and you don't seem to be able to station them, making your Gremlin Wrestler army almost entirely useless.
I was dreaming of a fortress protected by expendable Gremlin karate masters, too.
But it IS possible for different creatures to be members of the same civilization. We see this a lot in the world generation, and some people have had Megabeasts show up in place of kings, but it probably won't happen in fortress mode, on purpose anyway, until the next update.
We have the creature polymorphism, right? We could make a civilization in which there exist the three primary races in Dwarf Fortress, dwarves, humans, elves, and if I've read everything that is involved with the polymorphism changes right, make it only possible for dwarves to breed with dwarves, and so on. Then the only problem would be changes to the embark screen to determine how you embark with them.
The only thing left would be to take off all the menial tasks such as hauling, cleaning, and first aid from the dwarf morph, and make them the only tasks available to the humans and elves. Voila, slave equivilants.