Set multiple active menu items

I am trying to figure out how to make multiple items in a menu show as active. I have a primary menu that is a hierarchy of taxonomy vocabulary and terms, e.g.
Taxonomy Vocabulary A
--Taxonomy Term X
--Taxonomy Term Y
Taxonomy Vocabulary B
--Taxonomy Term Z

The vocabulary menu links point to an overview page which is a view that shows a list of the terms under that vocabulary with a side menu that also lists the sub items (using menu_block for this). The terms then link to a view that shows all nodes for the term. There are lots of nodes, so I have not created menu items for the nodes themselves. When I am on the Taxonomy Vocabulary A overview page, the primary menu link for Taxonomy Vocabulary A gets the active class and is highlighted. When I am on the Taxonomy Term X page, the Taxonomy Term X sub-item gets highlighted, but the Taxonomy Vocabulary A link isn't. Similarly, on the node pages, neither the vocab nor the term menu items are highlighted. I want each level down the vocab/term/node tree to have its ancestors lit up.

I have experimented with menu_set_active_trail without any luck. I have successfully used the preprocess functions in my theme to manipulate the links directly, but that doesn't seem like the Drupal way.

At first I thought that it was because there are no menu items for the nodes, but the Term page doesn't light up the vocabulary menu item and those are definitely parent-child in the menu.