It is OK to say that you have applied to others - not to have done so would indicate either a lack of interest or gross over-confidence. But make sure that the ones you mention are of a similar type to the one interviewing you -the interviewer will be looking for a commitment to their type of practice and for a methodical approach to applications.

You could mention other firms with similar:

Legal specialisms

Types of clients

Geographical location[s]

Numbers of staff