Since a scenario has preset starting locations, cities, units, etc., I'd have to say "no." You cannot, for example, play one scenario, win and have X amount of forces, and then start the next map/scenario with X amount of forces, because the end situation should be different each time the scenario is played. You could, however, make a series of scenarios designed to be played in sequence, but there would be no carrying over of forces between.
What you could do instead is the following:
In scenario 1, one of the objectives is to conquer New York. However, you can win the scenario without doing so, but gaining NY would give you a fleet of bombers and a high manufacturing ability to make more. There are three outcomes for scenario 1 - you lose, you win with possession of NY, you win without NY.
If you lose, you do not go on to scenario 2.
If you win without NY, you can play scenario 2a, which is set up so that you have only a few bombers, and limited ability to make more.
If you win scenario 1 with NY, you can proceed to scenario 2b, where your starting forces contain many bombers, and you have the capabilities to make many more.
Obviously, this can get very complex. However, a truly dedicated scenario maker could accomplish something along these lines.
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