Ross,
Something usually found in a overall dataframe (Nevada view) is an extent frame that highlights the zoomed in view. In the overall view dataframe properties you'll find "Extent Indicators". You can add multiple extents for multiple dataframes.
I offer one correction in your terminology regarding scales of the maps (sorry to repeat this if you already know this). The state view map is a smaller scale map and the zoomed in dataframe, say a county view, is a larger scale. Say the scale of the state view is 1:3000000 and the county view is 1:90000. As representitive factions, 1/3000000 is a smaller number than 1/90000, so the statewide view is a smaller scale.
Scott