Word bearers
In The First Heretic, Erebus remarks that they had to '
cleanse' some less than zealous brothers.
And when Argen Tal pressed on the number, it was made out as quite a few. This shows the Word Bearers did purge their ranks in a similar fashion to the other Traitor Legions, they just did it earlier and in a less drastically obvious fashion.
We are also told that all Terran-born Word Bearers were killed over the course of the half-century or so between Monarchia and Istvaan V, chiefly by an organisation called the Brotherhood. It comes up in Anthony Reynolds' post-Heresy Word Bearer trilogy as well as in Betrayer, where Argel Tal speaks of it as a
"trickle down the decades" - the potential Imperial loyalists just die
off, slowly, carefully and in ways that no doubt appear totally
innocent.
Notably, the Word Bearers are also the only Legion to undergo a second purge, where Lorgar sends the most fanatical haters of the Ultramarines to martyr themselves at Calth.
Night Lords
in Prince of Crows Curze, on being asked why he didn't purge his legion states
"I wouldn't know where to begin and where to end" he saw his whole legion as corrupt so was not going to start killing off parts of it when he saw the whole lot as diseased.
so there was no official purge a la Isstvan III or the internal purging that the Word Bearers did. However, Horus Heresy Book Two: Massacre raises the possibility that there was some conflict between loyal-ish and traitor Night Lords elements during the events of the Dropsite Massacre. In addition, we know from Horus Heresy Book Six: Retribution that there were significant Night Lords Legion elements (company or larger) that remained loyal to the Emperor en mass and were not otherwise purged/hunted down by their brothers.
Iron Warriors
In the Age of Darkness anthology Barabas Dantioch is offered a choice by Warsmith Krendl to join the heresy, he refuses and so Krendl attacks him.
I imagine given how strung out and separated the Iron Warriors where a concerted Purge was difficult to achieve so post Istvaan individual groups where approached and either joined, where killed, or joined the Loyalists as Dantioch did. In addition I am sure I read somewhere that members of the Iron Warriors attempted to stop the bombing of Olympia and where gunned down by there fellow Iron Warriors. There are suggestions that Iron Warrior Loyalists made up the bulk of the company that would eventually become the Scythes of the Emperor.
Alpha Legion
Nothing is known, there are hints that either the whole legion is actually Loyalist and working to stop the Heresy the only way they know, from the inside, that the legion is split with Alpahrius and Omegon each having a different aim, or it is possible there was a Purge, but if there was I imagine no Alpha Legionary actually got his own hands dirty and if any bodies are found it will look like someone else died and something else killed them. For all we know the battle on Istvaan 5 was the Alpha legion vs the Alpha legion but they just made it look like the other legions where involved and Ferrus Manus lost his head in order to troll the rest of the Imperium :).