Techniques for controlling the volumes of multiple audio output devices using a collective (master) volume control and an individual volume control for each audio output device. In one set of embodiments, each individual volume control can be configured to indicate the current absolute volume level of its corresponding audio output device. When the master volume control is manually adjusted, the individual volume controls can be automatically adjusted in a manner proportional to the manual adjustment of the master volume control. In addition, when an individual volume control is manually adjusted to a setting or value that exceeds the master volume control, the master volume control can be automatically adjusted to be equal to, or greater than, the manually adjusted setting for the individual volume control. In this scenario, the other individual volume controls can remain unchanged.