It helps if a library matches your own coding style exactly, but it's not a big deal.
Sometimes it's nice when 3rd party libraries use a different style, visually distinguishing lower-level code from higher-level.
It'd be cool if IDEs could color your functions differently depending on what regex-matched header they came; both within your own project and from third-party libraries. Just a thought - probably wouldn't be too useful though.
I'd add that a naming convention that distinguishes between in/out parameters and const vs. mutable variables could be useful, too.
I wish C++ required that non-const references were assigned using address-of operator, like pointers, so you'd have:
int &myRef = &myVar;
This way, by glancing at the outside of functions, you can see whether the variable is being modified:
DoSomething(&meow); //'meow' must be getting modified.