It should be possible to do so in your own applications by subclassing NSScroller. The size of the scroller isn't hard coded, as can be seen by the fact that NSScroller has a "small" size. A properly designed subclass should allow a scroller of any width (perhaps within certain limits), though it's probably a lot more work than you would guess.
If you succeed in creating that, there might be a possibility of making that class pose as NSScroller for all Cocoa applications. I highly doubt in the feasibility of doing this, and then again, it would only affect Cocoa applications.
So, if you're looking to change the scroller width throughout the system, I'd say you're out of luck.