In general most of the extension are compatibles with JMS Multisites.
Some of the extension are reviewed and defined for our JMS Multisites tool menu and you can see the product detail - see "list of extension"
www.jms2win.com/component/content/article/135
When an extension is not working, you may find a comment in the product detail / compatibility tab
www.jms2win.com/download
So you have this white and black list published in our product detail.
When an extension is not present in the list of extension, this just mean that you have to re-install it into the back-end of the slave site and that you don't benefit of the Tool menu to install or share the extension in a slave site.
The case where you may have problem is with the encrypted extension using for example iocubes or zend encryption.
In this case we are not able to review these extension and also not able to publish patches when these extension save things on the disk that should be specific to each websites.
This might be also the case with application that contain an provide flash application that can not be patched.