Any set of scales and intervals for any horn will work, although you won't be able to play in unison with a flute or a Bb clarinet. Also, there may be instances where range will come into play; i.e., you won't be able to play a low E on the saxophone.
(If you aspire to the elite group that plays baritones and basses, it is also a good idea to learn how to read bass clef for C instruments. Here, a 'cello book comes in handy.)
However, those skilled in ways saxophonic know that there are certain areas of the saxophone's range that present fingering "problems". (The ones that are an issue for me are anything with the palm keys, the altissimo range and (occasionally) the whole C/C# business with the first two fingers of the left hand.) The experts know about these obstacles, and then they write exercises/etudes that lead you through them in a repetitive fashion until you learn how to handle them wherever and whenever encountered.
You didn't ask about the below, but I'm including it anyway. Look at it as a bonus.
There is no such thing as "muscle memory", no matter what you may have heard. All of it is handled from the central nervous system, either from the fore brain or (for stuff that has been repeated many, many times) in the hind brain (the so called "reptile brain", located under all of that upper brain matter). Run through a routine 300 times or so (as my drill sergeant training taught me), and it gradually gets transferred from the front to the rear.
How can you tell when this has taken place? My gauge has always been when I stop thinking about how to finger a given note on an instrument. As examples, I am very comfortable playing Boehm clarinet and bass clarinet, since I have (literally) thousands of hours put in on both instruments. If I shift over to the Albert, I am about as facile, since I grew up playing on the Albert system, and once it's stuck in your head, it just takes a little practice to bring it back.
(Switching over to the Oehler horn, it's about the same. The German instrument is (more or less) a more evolved Albert instrument (fingering-wise), so the switch isn't all that stressful.)
Saxophone? Well, that's a different matter. I've played a lot (and practiced a little) over the years, but I cannot completely "ignore" fingering issues like on the clarinets.
Flute...well, let's just say that I can nail The Hustle without a problem, but anything else requires almost every last bit of my attention. (I also do a good job on the flute portion of the clarinet book in 1776 - all the part consists of are bell overtones, each an isolated whole note.)
Oboe? No way buster. I can manage english horn well enough, but that oboe reed is too much for me to handle. So, fingering issues are the least of my worries on the oboe, and I stay far, far away.
And then there's the faggotte. Playing the bassoon requires (literally) my entire concentration. That whole "left hand first fingers down the horn, followed by the right thumb messing around down there a bit, before both hands finger up the horn really messes with my mind. Back in the day when I played it more (but didn't own my own horn), things were a bit better, but these days bassoon playing is a chore...
Put another way, I can think about other stuff (the weather, band problems with my group, attractive women on the dance floor) while playing the clarinet. On sax, I can notice these things, but can't concentrate on them. And on flute and the double reeds, it requires all of my attention.