They can be. There are differences in the intent of the marketer, and sometimes the design of a massager can limit where you can use it, but most massagers have the same vibrating motor as "vibrators" do. Shiatsu-style massagers, like the kind that are found in massage chairs, don't usually vibrate, however.
The word "massager" is used by manufacturers to indicate that a device is primarily designed to soothe tired and aching muscles in, say, your back. It's also used by people selling and distributing sex toys when they want to be discreet. The term vibrator tends to be used specifically for sex toys. However, there are lots of massagers that really are vibrators, or easily adapted for such a purpose.