Optimizing queries against a set of tables that contain partitioned data
Before table partitioning was introduced the way of doing the very thing you asked was called Partitioned Views:


  A partitioned view joins horizontally partitioned data from a set of
  member tables across one or more servers, making the data appear as if
  from one table.


Partitioned Views are not only a UNION ALL over each table. By using appropriate check constraints on the underlying tables partitioning column the optimizer can do some fancy stuff, including partition elimination.

PS. Obviously you can generate the view pragmatically. You can even use Event Notifications to generate it automatically every time your 3rd party tool creates a new table, assuming you're running on SQL Server 2005 or later.