The problem is not with the bus routes data, it's with your other shape files. They appear to be TIGER data, which is not distributed in a Projected coordinate system. At some point, the prj files for those three shapes has been corrupted, altered, or deleted. Perhaps you used the Define Projection tool on those shapes and set them to UTM 15N when you should have used Project instead, as with your previous question?
At this point you need to either redownload the TIGER data (safest) or add those three shapefiles and use the Define Projection tool to set them to GCS_North_American_1983 (WKID: 4269 Authority: EPSG). Note, that's Geographic and not Projected - be sure you are in the right top-level folder when browsing for the coordinate system and it would be best to do so rather than attempt to load anything from another file (as they may be incorrectly set).
Once you have fixed the projection, all of your layers should load in to the correct place with no other effort on your part due to on-the-fly reprojection. From there, if you wish to change the coordinate system for all of your data sets you can then use the Project tool as explained in your previous question. For the datasets you have there, no Transformations should be required - they're all on the same datum.
HOWEVER, I do notice you have a layer file in there for a world streets basemap. You need to be aware those basemaps are distributed in Web Mercator, and a bug in some versions of ArcGIS (don't know if it goes back to 9.3 or not, but it's definitely there in 10.1) will alter your dataframe to that projection just by adding the basemap. You then have to reset it to whatever projection you wanted your dataframe in if so.