Frames for Hilbert spaces are interesting for mathematicians but also important for applications in, e.g., signal analysis and physics. In both mathematics and physics, it is natural to consider a full scale of spaces, and not only a single one. In this paper, we study how certain frame-related properties of a certain sequence in one of the spaces, such as completeness or the property of being a (semi-) frame, propagate to the other ones in a scale of Hilbert spaces. We link that to the properties of the respective frame-related operators, such as analysis or synthesis. We start with a detailed survey of the theory of Hilbert chains. Using a canonical isomorphism, the properties of frame sequences are naturally preserved between different spaces. We also show that some results can be transferred if the original sequence is considered—in particular, that the upper semi-frame property is kept in larger spaces, while the lower one is kept in smaller ones. This leads to a negative result: a sequence can never be a frame for two Hilbert spaces of the scale if the scale is non-trivial, i.e., if the spaces are not equal.