They don't just work on VW's. I've used mine on both a Honda and a Toyota.
However, only the VAG-COM software will work with the cable. It has all of the manufacturer's codes built in, so you get way more information than the standard OBDII codes. The cable has a chip inside that the software has to read before it will function.
On the Honda and Toyota, you only get the basics. For example, I had a problem with my VW and plugged the VAG-COM cable in. It read back the error and told me it was a coolant temp sensor that went bad. $20 from VW and I replaced it myself. That cable paid for itself already!