Yes, it can be done. I am not the expert: I bought a Makerbot relicator 2.0 this past chrimstas and gave it to my son, who is the family expert, but he is slowly teaching me.
Once you have a file to make anything at some scale, there is software to re-scale it. However, it is not quite that simple - actually, its not simple at all. Often your have to do alot more. For example, if you had, say, an N-gauge caboose file, it might be set up to print the entire caboose in as one object (probably hollow or honeycombed inside to save plastic). Scaled up to G size, the caboose might be too large/require too much plastic. Normally that size, even O guage, you would make the sides, ends, roof as pieces and glue together. Converting the one smaller N gauge file to flat pieces would not necessarily be easy. This is just an example of the types of problems you get into.
The bigger question might be, do you have a file to print this caboose at any scale? There is software that would allow you to "draw" what you want (sides, ends, chassis, roof), etc., and there are scanners that you can buy that you would put the caboose in and they would scan and create a raw file for you to begin work with (they cost a lot). Either way, the software is non-trivial to use -b est to take a course in it.