Hybridization in reptiles is pretty commonplace, in the wild and in the captive pet trade. Their taxonomy is rather poorly done, so that is no guarantee that two completely distinct species cannot interbreed. For instance, the genera Lampropeltis, Pantherophis, and Pituophis can all interbreed and frequently are to create new morphs - despite many of the people that you'll see moaning and groaning about purity of bloodlines. What is sometimes referred to as a "jungle" corn snake, is actually a king snake crossed with a corn snake. The "creamsicle" corn snake is what is referred to as an intergrade, two subspecies bred together, in this case the corn snake, Pantherophis guttatus guttatus bred with an Emory's rat snake, Pantherophis guttatus emoryi. Other hybrids have been ball python X blood python, burmese python X reticulated python, emerald tree boa X amazon tree boa, jungle carpet python X green tree python - but they are all hybridized within their own genus.
Even if two seperate species are able to cross breed there are inherant dangers in attempting it, complicated issues of immune systems and embryo development... and in the case of crossbreeding king snakes, their appetite for eating other snakes.
I have no idea if African fat tailed geckos and leopard geckos are compatible, I have no doubt they would breed, but chances are you'd just end up with a clutch of dud eggs.