The answers above so far cover songs in major scales. A major scale also has a relative minor. However there are some 20-30 popular scales, and far far more than that possible. In fact there are 332,640 possible scales of 7 semitones per key. [see calculation below]
At very best a 'correct' harmonica is going to give you a couple harmonious chords and one 7 semi-tone scale, which could even be Phrygian if you pick the right key and don't mind that the scale is not complete, but half an octave above and below the root.
That said, choosing the right harmonica for the job is a tedious task involving spread sheets in which both the song and types of harmonicas are laid out as intervals across cells, and then rows are duplicated 12 times and shifted over to determine which key of that type of harmonica has the most matching notes, or lacks wrong notes when blowing or drawing. Throwing in harmonicas like Oskars in harmonic minor scales will increase your chances at getting a closer match, but for any uncommon scale, it's always going to be a compromise unless the piece was composed for that harmonica to begin with. - Indeed, if you are going to seriously involve a harmonica in a song of any slightly uncommon scale, it's much easier and cheaper to have the guitars and piano play to you than to play to them.
Aside from that though, the art of harmonica is working around that, and learning how to weave in notes which are off key or out of scale. You can get that to sound intentional and great if you are accomplished at improvisational strategies, but it will assuredly significantly change the color of the song, and your band partners may not welcome that no matter how skillful it's done. Some people don't want phyrgian overtones in the mix.
[Root note = 12 possible notes :: x 11 possible notes to omit :: x 10 possible notes to omit :: x 9 possible notes to omit :: x 8 possible notes to omit :: x 7 possible notes to omit :: x 6 possible notes to omit = 3,991,680 possible total western scales or 332,640 7 semi-tone scales per key.]