For my GIS project for my class, I have downloaded several vector layers from different websites (polyline of the continental divide, a boundary polygon of New Mexico, a rivers and water bodies layer of the United States, etc.). Obviously, these features in real life are associated with each other but when I import each of these shapefiles into ArcMap they are not overlapping as they should (i.e the continental divide does not cut through the U.S. polygon or the New Mexico polygon). I noticed that the scales for each shapefile are completely different from each other (i.e. 1:143 vs. 1: 4,203,394), is this the problem and if so does anyone know who to fix this, and if not, does anyone know what the problem I am having actually is and how to fix it.
Have you checked each file to ensure that they have a defined coordinate system and have you established their datum? For example, you could have a mix of Geographic Coordinate system data (aka decimal degree) and projected data (eg. UTM etc etc) with their respective datums (eg WGS84, NAD83 etc etc). If some of your files don't have a defined coordinate system, you should have received a warning about this when you loaded the data. I would check your data first and not add all files at once.