scaling pen outlines

OK. I know how to make a Pen Outline scale with an object when I create the pen outline. But is there a way to give the scale with object attribute to all pen outlines in a compound object such as a vector clipart I purchase (or even some of the Corel clipart)? The most recent example is a state highway map I just downloaded. All the roads, lakes, rivers, county lines, etc. are created with pen outlines, but none of them scale when I scale the map larger or smaller. As you can guess there are literally tens of thousands of them on the map. Is there a way to make all of them scale without also making them all the same color and thickness?