It all comes down to "working space", clearances, exhaust, and combustion air.
Working space is the unobstructed area around (usually in front of) an appliance, allowing access to service the appliance. This will some times be specified in local codes, and often spelled out in the manufacturer's documentation for the appliance.
Some appliances may have specific clearances specified in codes or manufacturer's documentation, to prevent the transmission of heat from the appliance to other (usually combustible) materials.
Fuel burning appliances require a supply of fresh air for combustion, which in most cases cannot be drawn from living spaces. Local codes and Manufacturer's documentation should also specify how much, and where this air should come from.
Some appliances require a means to exhaust byproducts, in which case the room will have to take these in to consideration. Exact exhaust specifications for each appliance can be found in local codes, and/or the manufacturer's documentation.
If a room is designed properly, it's possible to fit multiple appliances in a single room.