There are some stories that Lao Tze and Confucius met each other.
There is disagreement about which millenium Zoroaster lived in, and which centure Lao Tze and the Buddha lived in. Socrates was born roughly ten years after Confucius died.
There's another question on a similar subject here: http://www.reddit.com/r/AskHistorians/comments/1myle2/confucius_died_when_socrates_was_10_how_aware/ That question appears to be based on a misunderstanding of how years BC work.
It would be nearly impossible for either of the Chinese figures to be aware of any of the others. It is possible that Socrates had heard of Zoroaster by way of Herodotus, but as far as I know there is no conclusive evidence for that, and obviously it wouldn't go the other way around due to the age difference. The Buddha would almost certainly not have heard of any of them due to the his age (most historians and religious scholars place him somewhere between the sixth to mid fifth centuries, though some think it to be earlier) and lifestyle choice, though again I cannot say 100%.
What I can point you to, even though it is not quite what you asked, is a connection between the Greek philosopher Epicurus and Buddhism. Epicurus was a major Greek philosopher, founder of one of the four schools of Athens (Along with Plato's Academy, Aristotle's Lyceum and whatever the Stoic's school was called). He dates about a century after Socrates, which is helpful in establishing a connection due to the time it took for the Buddha's teachings to transform from a small and localized Sangha to a large cultural force likely to be observed by an outsider. While again there is no way of knowing for sure, many historians and philosophers have noted a connection between the ideas of the two as well as a potential path the ideas may have taken. Daniel Klein, in his foreword to "The Art of Happiness", says:
Epiurus’s notion of happiness has a decidedly Buddhist quality. Happiness is tranquility, and tranquility comes principally from putting aside worldly “hankerings”—ambitions for power, status, involvement in government, the pursuit of voluptuous sensory experiences, and the accumulation of material goods. Two of Epicurus’s most quoted maxims distill this idea: “Not what we have, but what we enjoy, constitutes our abundance” and, in its more admonitory form, “Nothing is enough for the man to whom enough is too little.” > Remarkably, Epicurus’s ideas about ataraxia—the freedom from mental anguish and disturbance that is required for true happiness—were more directly influenced by Buddhist thought than a twenty-first-century reader might imagine for a Greek philosopher of that epoch. Two of Epicurus’s early influences, Democritus and Pyrrho, had actually journeyed all the way to what is now India, where they had encountered Buddhism in the schools of the gymnosophists (naked teachers).
This link explores Epicureanism from a Buddhist perspective, which can be helpful in seeing the connection between the two.
I have one other interesting connection regarding the Buddha you may enjoy. The Pali canon recounts the story of a King, possibly Bimbisara, who goes to five other spiritual teachers for advice concerning some religious problems he has. After not finding any of their answers acceptable, he goes to the Buddha, who naturally sets the King right with his characteristic grace. As it turns out, four of the five teachers are relatively unknown, but one of them was Mahavira, the founder of Jainism.
Regarding Confucius and Lao Tzu, D.C. Lau, in the introduction to his translation of the Tao Te Ching, states that "[t]he traditional view is that the Lao tzu [Tao Te Ching] was written by a man named Lao Tzu who was an older contemporary of Confucius (551-479 BC). The locus classicus of this tradition is the biography of Lao Tzu in the Shih chi (Records of the Historian) the earliest general history of China..."
Lao contends, however, that this tradition seems to have spread in the early to mid 3rd century BCE, and that "[i]n all probability, Lao Tzu was not a historical figure at all."
My understanding is that most scholars, who view Lao Tzu through a hermeneutics of suspicion, would argue that he and Confucius likely were not aware of each other, as it is unlikely that Lao Tzu is a historical figure. There are many scholars, however, who would argue the other side: that we have no solid basis on which to dismiss the tradition, and therefore the two philosophers were aware of each other.
Source: Lao Tzu. Tao Te Ching. Translated by D.C. Lau. New York: Penguin, 1963.
I can address the question of whether or not Confucius and Laozi were aware of each other, though I'm afraid that I will have to answer with a bit of ambiguity. Unfortunately, we don't possess enough information, especially about the character Laozi, to be able to come to any definitive conclusions, but I would be willing to believe that Confucius, and a person named Lao Dan, met at some point.
In Sima Qian's Records of the Grand Historian, he starts his biography of Laozi as follows:
Laozi was a person from the Li village in the Quren Hamlet, in the state of Chu. His family name was Li, his name was Er, and his style name was Dan. He was the historian of the Zhou archives.
⽼子者,楚苦縣厲鄉曲仁裏人也,姓李氏,名耳,字聃,周守藏室之史也。
This is actually the first time that the name Li Er is associated with the "Laozi" personage, but the name Lao Dan has a longer tradition. Lao Dan appears in Zhuangzi (3rd century BCE), Lüshi Chunqiu (ca. 239 BCE), and there are passages in the Record of Rites (Li Ji) that mention a Lao Dan as well. The name Laozi also appears in Xunzi (ca. 230 BCE).
In Zhuangzi, the Lao Dan character is perhaps best understood as one created or modified by the writers of the text - a didactic exemplar espousing the teachings of Zhuangzi. There's really only one chapter ("All Under Heaven," 天下) in which the words Lao Dan speaks actually seem like the teachings found in the Daodejing, and that chapter is generally understood to be a rather late edition to Zhuangzi, coming from some time near the end of the Warring States period, if not later.
Leaving aside that chapter, we can see in the Outer Chapters of Zhuangzi that Lao Dan was a man who worked as an archivist for the Zheng Repository of Zhou (周之徵藏史), who gave up his post and went to live at home. Apparently, he met with Confucius and Zigong (chapter 14). What makes this meeting stand out as plausible is the amount of information offered about the Lao Dan character - he's not just a talking head - we know his profession, the place he worked at, and even a place name, where he apparently lived, Pei (沛). A.C. Graham has noted that this makes the meeting between Confucius and Lao Dan more than simply a "prop" - it was an "event."
Further evidence for this "event" comes from the fact that Confucius and Lao Dan do not only meet up in Daoist texts, but also in Confucian texts. In the Li ji chapter, "The Questions of Zengzi" (曾⼦問), Confucius speaks about accounts of the rites that he heard from Lao Dan, and how they had travelled together on at least one occasion. In these encounters, however, Lao Dan comes across as an expert on the rites, rather than as a Daoist master. No matter how the meeting between Lao Dan and Confucius is portrayed, it is significant that it appears in both the Daoist and Confucian traditions.
Further links between Confucius and Lao Dan can be found in the Lüshi Chunqiu, which notes that:
“Confucius studied from Lao Dan, Meng Sukui, and Jingshu” (孔子學於老聃,盂蘇夔,靖叔).
It's worth noting, though, that the Lüshi Chunqiu does not refer to Lao Dan as "Laozi." "Laozi" does appear in Xunzi, however, among a list of teachers from the Warring States period (in the Tianlun 天論 chapter).
So, at this point, it seems very likely to me that a person named Lao Dan met with Confucius. However, how directly can we link this “Lao Dan” to “Laozi,” as the author of the Daodejing? As others have pointed out in this thread, scholars like William Boltz and D.C. Lau have made compelling cases for the fact that “Laozi” was not a historical figure at all. That’s true, in the sense that there was probably no single person responsible for writing and compiling the Daodejing, especially since Sima Qian’s Records of the Grand Historian provides us with the earliest extant reference to this Laozi character even writing “a book in two parts, in which he spoke of the meaning of dao and de in more than 5,000 characters (⽼子乃著書上下篇,言道德之意五千馀言).” This suggests, to me, that at some point late in the Warring States period, much later than the time of Zhuangzi, and possibly as late as the final decades of the period, the name “Laozi” became attached to the Daodejing.
From all of that, I would think it safe to say that Confucius very likely did meet a person named Lao Dan, but that this meeting occurred long before the name Lao Dan started to be viewed as “Laozi,” the reputed author of the Daodejing. I wouldn’t say that the author of the Daodejing ever met Confucius, because I don’t believe that the evidence suggests that the Daodejing had a single author, nor do I think that the extant Warring States period texts can definitively link the character of Lao Dan to the thought of the Daodejing until close to the end of the period.
But this is where the ambiguity returns. Given this information, would you still say that Confucius and “Laozi” met? I’d say no, but the link between “Laozi” and Lao Dan does make the question a little less straightforward. If nothing else, it makes the question much more interesting.
Edit: Fixed a typo.
Zoroaster appears to have been more of a religious title than an actual specific person. There was most likely multiple Zoroasters over time. The reason that this is considered is there are multiple people who have reportedly met with Zoroaster that lived hundreds of years apart.
Source The Doctrines of Hermes Trismegistus- Manly P Hall ISBN: 0-89314-045-7
I can't speak about Zoroaster or Socrates, but there's no hard evidence of Confucius, Lao Tze or the Buddha having any awareness of one another. I'm sitting here with several textbooks on these subjects on my desk.
What we know about Lao Tze's biography largely comes from Ssu-ma Ch'ien's 2nd century biography in the Shih Chi. This document claims that Lao Tzu was "a senior contemporary of Confucius who lived in the 6th century B.C.E." This assertion, by Liu Xiaogan in A. Sharma's Our Religions (140), is problematic for a number of reasons (foremost among them is that several scholars do not believe Lao Tzu was a single historical person).
Lao Tzu was supposedly from Ch'u, where Honan/Henan is today. We know quite a bit more about Confucius' biography, but, cutting out the details, he was probably born in 551 BCE in what's now Shandong. That's about a 430km journey. If, and I must stress if, both figures were historical, and the dates of their lives are accurate, then it is possible they were aware of one another and could easily have met given the short distance between them. The stories, however, of their meeting are so ridiculously skewed in favor of Taoism's superiority that we cannot take them today as historical.
Here's a shorter version of a translation from the Records of the Historian (same Shih Chi mentioned above) cited in Chinese Religions by Christian Jochim (Prentice Hall, 1986: 127):
"Lao Tzu was a native of the Ch'u Jen Hamlet.... He was the historian in charge of the archives in Chou. When Confucius went to Chou to ask to be instructed in the rites by him, Lao Tzu said, "What are you talking about concerns merely the words left by people who have rotted along with their bones... Rid yourself of your arrogance and your lustfulness, your ingratiating manners, and your excessive ambition. These are all detrimental to your person. This is all I have to say to you."
"On leaving, Confucius told his disciples, "I know a bird can fly, a fish can swim, and an animal can run. For that which runs a net can be made; for that which swims a line can be made; for that which flies a corded arrow can be made. But the dragon's ascent into heaven on the wind and on the clouds is something which is beyond my knowledge. Today I have seen Lao Tzu, who is perhaps like a dragon."
As far as I know there is no such corresponding source on Confucius' side for this encounter. It summarizes pretty well, I think, the kind of battle that was going on between Confucian and Taoist followers for influence at that time.
Edit: u/fraudianSlip has the possible Confucian side of this if we accept that Lao Dan was or later became known as Lao Tzu. Like him, I remain somewhat skeptical.
There is no evidence at all that either Confucius or Lao Tzu were aware of Gautama Buddha. Buddhism didn't even spread to China under roughly two centuries after all these figures lived. The earliest dating I've seen for Buddhism in China is the 1st century BCE, which is at minimum 300 years after all of these figures had lived. The trade routes between inner India and inner China did grow to be quiet extensive, but that happened later, well after Confucian and Taoist followers had established themselves in China. Since I have the sources at hand, I'm happy to add more for folks if there are questions/clarifications.
A similar question, is there any historical evidence that supports a physical connection between the Buddha and Mahavira?