Dynamics of coupled semiconductor lasers is investigated by numerical simulations. A realistic laser simulation engine is used to study the synchronization and dynamical regime in two mutually coupled Fabry-Perot and/or DFB lasers. Both, single- and multi-mode operation regimes are studied with emphasis on the role of the multiple laser-cavity modes. Our findings indicate that the two laser synchronize within each laser-cavity mode, while the synchronization across different cavity modes is significantly weaker.