One of the ways to do it: http://www.clikinternational.com/news/wp-content/gallery/help-4/photoshop_styles_scale_1.jpg

Or go to Image > Image Size and check “Scale Styles” when you change size of the Document.

some Styles initially may look a bit different from the preview, because all these Layer Fx were created using different resolutions, so in some cases you may need to use the “Scale Effects” Option to tune the effect depending on the resolution of your document. The smoke, slime, bandages ecc.. that you see in some of these Text Effects are an extra added element, not part of the Layer Style itself: adding your personal touch to any of these effects is very easy, ask me anything if you need help creating a particular effect that you’re not able to reproduce with my Styles.