Poppies are self-fertile so crossing isn't a problem with them.

Dave

Poppies may very well be self-fertile, but grown in close quarters there will be cross pollination. Of course the must be of the same type the annual Papaver somniferum will cross with the same, but won't cross with Papaver orientale or Papaver nudicale, etc. So you can grow various species of annual poppies and be totally safe of cross pollination, but if you were planning a bed with all p. somniferum varieties for example, you will get crosses. Some of the crosses may be very nice though.
Remy

Here is a link that might be useful: Photo Gallery including Crosses

remy's points are valid of course and I should have stated them but since you specified you were planting only annuals I didn't go into the details. Sorry if I confused. ;)

Dave

Does anyone know if papaver somniferum var. laciniatum will cross with var. paeoniflorum?

Yes, it will. P somniferum will throw up all sorts of variations.