Age of Empires II: The Conquerors Expansion

Two things you can do:
In the Triggers, after adding a new trigger, go to Effects, and scroll down 'till you find 'Change Unit HP', and stuff like that. This, however, can only change a few aspects of the unit, so that isn't what you asked for, and there's a good chance that you already knew that!

On Age of King Heaven (A Website) there is a program you can download which enables you to thoroughly edit units...
I'll see if I can find it again... ... can't find it, sorry.... But it's somewhere at Age of Kings Heaven, so if you ever choose to look for it... It edits the .dat file for units so you can change their stats and such.

(BTW, I briefly looked around my computer for the file to see if I could find its name--I found a long lost game that I've been searching for! [this computer doesn't have a disk drive so I'm forced to use ROMs])