I actually tried this about 2 or 3 OpenBSD releases ago because pkgsrc is by far my favorite package management system of all the BSDs I've tried (imho it spanks ports badly
)
I have to say it was a big disappointment because you wind up with much duplication of executables, libraries, etc. If you don't mind having 2 copies of most of your system, it may be worth a try. I was already not happy with FreeBSD's ports bloat compared with my Slackware system so this was too much.
I think I was able to build most but not all of the packages I tried, on OpenBSD. It's been awhile, sorry I don't have more details. One thing I do remember, is I won't try that again! NetBSD is a great OS. If they keep developing it I may run a fulltime NetBSD box.