As long as you download it on the system that you're going to be playing on (not taking your hard drive and downloading it on a friend's system for example), most downloads should work for all profiles on that system. The only ones that I haven't seen do this is the map packs for Call of Duty games. I have multiple personal examples of this happening: one is that I have all of the add-ons for Fallout 3, and the multiple other people on my system can use the add-ons without them owning them themselves.