That one is kind of hard. It goes along with like-sign compatibility which is pretty unpredictable. If I had to guess I would say:
Gemini- Because of their association with twins which could increase the likely hood of them being close, plus Geminis are communicative and flexible.
Virgos- I read many articles saying how two Virgos could make great friends or lovers, maybe this is true as twins.
Cancer- Because of how important family is to them and they are receptive and empathetic.
Taurus- Because of their strong ties to loyalty.
The other two water signs, Pisces and Scorpio- Maybe because they are so intuitive and receptive they could have an almost mind-reading bond if they were twins.
Worst (just guessing):
Aries- Because of their competitive trait.
Leo- Because of their competitive trait, their need to stand out as well as their strong individuality.
Aquarius- This sign is known to be distant from family, they have a huge need for change and individuality which could drive them away from a twin.