Do you really have a need for integrating different systems ? In our team, each project lives in its own repository, and their histories are thus independant. We have no problem here to work with some projects under subversion and some other under mercurial, even if there are dependencies between them.
If you choose to migrate from one VCS to another, look at the conversion tools available. There is, from my experience, no technical reason to drop the projects' histories.
I think I understood something, which was implicit in the question and in other answers. It's the fact that VCS are also used to manage dependencies. I know it's quite common to use VCS features like
svn:externals to integrate one repo (the dependency) with another.
I think the (technical) reason our team doesn't feel the need to bridge (or integrate) our 2 different systems is that we have a separate tool to manage dependencies. Our repo don't know each other.