Depends on the gauges. Some are made to do just that. Most don't seem to have the ability though. In fairness, I tend to shop the discount bin, so that might be why I haven't seen this ability very often.
You should be able to tap into the lighting rheostat and have it work. I added a couple of lighted switches on my truck and tied them into the light switch and they go up and down in brightness with the dash lights.
