Do you mean having different taxonomies for your custom post types? If so, you can define custom taxonomies and apply this taxonomies only to the post types you want. If the custom taxonomy has “hierarchical” argument set to true, the taxonomy will be works the same way categories do.
register_taxonomy(
'my_taxonomy_name',
'my_custom_post_type',
array(
'hierarchical' => true
)
);
//And then
register_taxonomy_for_object_type( 'my_taxonomy_name', 'my_custom_post_type' );