I can attest to that...
My recent delpyment to Ft. McCoy, WI, led me to the VFW and the Legion halls in the nearby towns. I was immediately taken in as a visiting brother.
As an "outsider", it was my impression that the Legion was slightly more formally organized. They got involved in sponsoring community activities like baseball leagues for teens. The VFW was more oriented towards the vets themselves, sponsoring events that gave 'em a "men's night-out with the boys". And while both groups drank beer, I think the VFW usually did the larger volume of business. But that very well could have varied in different communities.