'Scythians' to the Romans were kind of this catch-all term referring to (mostly) horse-riding cultures that shoot bows and live on the steppes somewhere in the north. The term is as useless as 'Celts' (people who live in the north who speak a strange language) or 'Germans' (people who live in the north in the forest). There are also linguistic groups with these same (confusing) names (celtic, germanic and indo-iranian or whatever the current fashion), but there did exist 'celtic' groups that spoke a germanic language and vice versa. Genetically (and physically) all these groups are too mixed, with differences between individuals within the groups greater than that between the different groups, so we could say that they are indistinguishable. Politically, all these groups were made up of many different polities that sometimes allied/united with eachother or with groups outside of them. At some times, there seem to have been more-or-less unified groups within them (such as the Gallic confederation at the time of Caesar's conquest, or Arminius' or the Marcomanni's large alliance of Germanic groups in the first and second centuries). Alliances between the Germanic and Scythian peoples were as likely as alliances within them, though.

So from this perspective, it is fairly difficult to say whether groups like the Goths, Vandals, or Huns are 'Scythian' or 'Germanic'. Perhaps linguistically they might be Germanic, whereas politically or lifestyle-wise they might be Scythian. Basically, by the time we have a better distinction of the different units in the Migration period, the concepts of 'Scythian' and 'Germanic' have dissolved into a broader 'barbarian' classification.

Although im not really an expert in the field, I'd like to add to the excellent answers here. As other posters have said, the meaning of Scythians or Germanic in the modern sense would have been different then and now. In terms of linguistic, the Scythian languages belong to the Eastern Iranian branch of the Indo-European family. Being 'Iranian' would not then and even now mean there is a connection of the modern nation State of Iran. This is the same as speaking a Germanic language today has a connection to the modern nation state of Germany. To answer your question, both language groups are part of the same Indo European language family. The eastern Germanic speaking people s who lived near the black sea seemed to have shared similar material culture as the neighbouring eastern Iranian speakers. Genetically it is difficult to make any broad connection as language can change, but the genetics would remain the same. So there is significant diversity in genes from the black sea to the borders of China (the traditional roaming grounds of central Asian nomads), so making a genetic connection between two groups is difficult. An interesting note would be that the modern speakers of ‘Scythian’ still reside in Ossetia in Southern Russia.

Source: John Haywood (2008) The masters of the Steppes in ' The Great Migrations' Comas et al (2004) Admixture, migrations, and dispersals in Central Asia: evidence from maternal DNA lineages,European Journal of Human Genetics 12, 495–504 Martinez Cruz, B (2011)In the heartland of Eurasia: the multilocus genetic landscape of Central Asian populations,European Journal of Human Genetics 9(2):216-23

Edit: Grammar, Formating and Typos