There is a Smarta tradition of worshiping them together in the Panchayatana Puja..In this Puja instead of idols or images of Gods are used 5 stones which are regarded as the "Swayambhu" (self manifested,where divine presence is already present without the help of pranapratishta rituals) rupas of the respective deities.
Some use natural Stones instead of Murthis.
Surya Crystal from Vallam Tamil Nadu.
Ganesha Red Sonebhadra from Sone,Bihar.
Vishnu Saligrama from Gandaki, Nepal.
Shiva, Bana Linga from Narmada, M.P.
Ambika Swarnamukhi from Swarna Mukhi from Andhra Pradesh.
Source One of the purposes of this Panchayatana Puja with Swayambhu shilas is making man realise that God is ultimately without shape(Nirakar). For example, Ganapaty is represented by the Red Sonebhadra stone(found in the Sonebhadra river,Bihar),Shiva by Banalingas ( found in Narmada river,Madhya Pradesh),Vishnu by Salagrama(found in Gandaki river,Nepal),Devi represented by Swarnamukhi sila(found in Swarnamukhi river,Andhra Pradesh) & Surya represented by Sphatika (found in the Vallam river,Tamil Nadu).
Question-Besides these Pancha Devatas which other deities(like Shanmuga,Lakshmi etc) have similar Swayambhu manifestations & in which parts of India are they found?