As you move from driver to sand wedge, your backswing gets shorter, your swing plane more upright, your grip weaker, and your stance narrower. But certain elements carry over no matter what club you use. Things like rhythem and swing path stay with you. Furyk's loop doesn't magically disappear when he picks up a 4 iron.
That said, you shouldn't even try to use the same swing for every shot; Every shot is different. The goal is to be able to shape your shots to meet any situation, which requires consistency and experience, as well as control over your clubs. The ability to modify your swing on the fly and still hit decent shots is what makes the game so much fun.