After reading about Erinyes and a few other denizens of the different planes, I'm wondering: Is there some magic behind a denizen of a plane becoming that of another one, or is a simple alignment change all that is needed (and if so is it even posible for a succubi as example to become lawful good)?
Yes, it's possible, but there is some DM fiat behind the scenes for inherently evil creatures such as succubi, erinyes, etc, and the creature must truly wish to become good, it can't be done otherwise. Arueshelae is a prime example (As seen in the 1e Adventure Path - Wrath of the Righteous) of one such process. The basic process is also detailed in the 1e source book Champions of Purity (Pages 18-19).
Determining a creature’s intention is largely a roleplaying task. Creatures that truly seek redemption should display genuine remorse over evil acts they’ve committed and must be willing to embark on the difficult road to becoming good. If you are actively seeking to redeem a creature, there is no guarantee of success, but by offering it examples of mercy and decency you might spark a desire to do good in its heart. Many times, confessing one’s past sins and evil deeds is the first step toward redemption. Purposefully completing at least one penance (see below) and succeeding at a Will save as outlined in the following rules should prove a creature is ready to begin its journey.
At a minimum, creatures that wish to change alignment must perform penances, 2 for every 1 HD. Also, an evil creature must change to neutral first, then do it again to become good. So a 10 HD evil creature must do 20 penances to get to neutral, and then another 20 to become good. Any evil acts reverse some of the process, and for each alignment conversion there is also a Will save (So 2 for an evil creature).
For creatures that have the evil subtype, there is a caveat:
For exceptionally evil creatures, a GM may wish to increase the required number of penances to reflect a life of utter depravity. For creatures with the evil subtype, their alignment is ingrained into their very soul, and the GM may rule that they are beyond redemption of this sort or at the very least a difficult and exceptional series of tasks must be completed to facilitate the change in alignment.
Some examples of higher penances (From WotR, Aureshelae's requirements):
• Maintain an anarchic gift with a worshiper of Desna for no less than 1 week, during which time the worshiper of Desna must remain faithful to Desna and cannot perform any evil acts.
• Willingly submit to a geas/quest, mark of justice, or similar spell from a good spellcaster.
• Donate a magic item worth at least 10,000 gp to a good aligned creature or organization (this includes giving a magic item to a good-aligned PC).
• Help defeat Xanthir Vang and the Ivory Sanctum’s inhabitants without payment for providing this aid.
• Show mercy to a vanquished foe.
• Accept an atonement spell cast by a worshiper of Desna (this can’t serve as a shortcut to becoming chaotic good, but can function as a penance if Arueshalae succeeds at her DC 26 Will save).
• Fall in love with a good-aligned mortal (and have that love reciprocated).
There are quite a few more details in Champions of Purity, including more sample penances, effects of sponsorship and what causes relapsing and those effects. So yes it is possible, but it will be a difficult process.
Ah, cosmology and planes in Golarion, one of my favorite topics.
To supply JohnP answer with a bit of lore, I would point you to this answer I wrote a while back about devil to angel transition.
(Most of this answer will be based on scattered lore pieces, mainly from The Redemption Engine from James. L. Sutter and from Bestiaries)
The basic idea is that:
Yes, alignment change is the bare minimum in lore
Devils can Redeem and become Angels (namely Redeemed), Angels can Fall and become evil outsiders (Fallen), etc. Following that logic, almost any alignment-specific outsider will go through change if they experiment alignment change.
But it's not that simple
First, outsiders do no get to decide their alignment. They are innately embodiments of concepts, and their alignment is part of their very being. So for a change to occur, a major traumatic experiment needs to happen. Something big enough to shake the deepest set beliefs of a pluri-century/millenia old entity (according to lore).
By experience - and as supported by JohnP answer -, the general consensus is that changing an outsider alignment could also be done over a long period of time, by helping it challenge its views, but nothing garantee it will be willing to even attempt to do so (in fact, the contrary is mostly the rule, and the outsider will fight for the very beliefs you will be challenging).
Second, an alignment change means a modification of the outsider core identity. This apparently manifests most of the time as a physical change. A traumatic physical change. Imagine a deimavigga shedding its outer shell to raise like some holy butterfly traumatic. Since it's an extremely rare occurence, chances are your outsider doesn't even know what's happening.
Edit: This bit of lore comes from the novel The Redemption Engine by James. L. Sutter, who is (or was) in charge of all Pathfinder Tales novels. The deimavigga to transform is Arathuziel the Chained and he fully goes from deimavigga to Redeemed angel. While the ingame mechanical aspect isn't explained in the novel, the outsider fully transforms into a new type of outsider reflecting the beliefs it incarnates.
Third, in case of alignments at war, you're turning into the enemy in your former plane. With very obvious signs that you're changing. So you need a calm place to go through the process (which is described as excruciating) and then make a run for it before your former allies kill you.
All the limitations above make such cases extremely rare in recorded lore. But as always, all is up to your DM narration.
Now, as for magical effects, I'd need to check alignment change magic, and how it would affect outsiders, but this would probably work on the same ground and trigger the same process.