When I plug in a USB audio device, if no sounds are playing then my output automatically switches to that device. However, if a program is currently playing any audio then it does not switch. If I enter Audio/MIDI Setup and change it manually, [EDIT: or change it in System Preferences -> Sound, or by alt clicking on the volume control in the menu bar] then the running program still does not switch.
[EDIT: I most often encounter this situation with Chrome, VLC, and many video games.]
Is there a way I can switch the output for audio that's already playing, without restarting the program in question?