Coherent (one of the big laser manufacturers) manufactures a line of lasers that used to be called "Enterprise" that were white lasers.. basically a mix of Krypton (which produces a decent red line) and Argon (which produces strong blue and green lines). All three together from one cavity and you have a coherent white laser beam that can be split into any color obtainable by mixing RG&B.
You *can* make a white laser by mixing say a red LED with an argon.. but making the two (or three) beams colinear is a REAL hassle, which requires a quality optical bench and a few expensive components.. and then once you have it, it inevitably goes out of alignment.
In fact, I think it's Coherent who has made an RGB laser projector - not like a special effects projector, but a real XGA projector than can take output froma computer and paint it on the side of the astrodome... it is, of course, hideously expensive and inefficient.
Most gas cavity lasers lase at multiple wavelenths, regardless of the gas or gasses inside. Argon, for example, although strongest at blue (488nm) also has a strong green line (514nm I think), as well as several other noticeable lines down the spectrum through purple and into UV. And the beam coming out is pure coherent laser goodness, despite the multiple wavelengths.
Adding Krypton to the mix just adds a few more wavelengths to the beam. They may interfere destructively in the cavity, but the beam stays bright.
(speculative) I think you may be right in that all the various wavelengths only have coherence wrt photons of the same wavelength (and orientation), but all the groups of coherent photons get along nicely. No superposition effects once the beam has been established.(/speculation)