Transform a set of columns in a data.table

What about using the .SDCols argument along with assignment by reference (:=):

DT <- data.table(iris)
DT[, c("Sepal.Length", "Sepal.Width", "Petal.Length", "Petal.Width")
   :=lapply(.SD, function(x) x*1000), .SDcols=1:4]
# Alternatively you can grab the names the usual way:
# DT[, names(DT)[1:4] := lapply(.SD, function(x) x*1000), .SDcols=1:4]
DT
#      Sepal.Length Sepal.Width Petal.Length Petal.Width   Species
#   1:         5100        3500         1400         200    setosa
#   2:         4900        3000         1400         200    setosa
#   3:         4700        3200         1300         200    setosa
#   4:         4600        3100         1500         200    setosa
#   5:         5000        3600         1400         200    setosa
#  ---                                                            
# 146:         6700        3000         5200        2300 virginica
# 147:         6300        2500         5000        1900 virginica
# 148:         6500        3000         5200        2000 virginica
# 149:         6200        3400         5400        2300 virginica
# 150:         5900        3000         5100        1800 virginica

.SDcols is the right approach, but you can specify the column names just once using a vector.

DT <- data.table(iris)
colnms <- c("Sepal.Length", "Sepal.Width", "Petal.Length", "Petal.Width")
DT[, (colnms) := lapply(.SD, function(x) x*1000), .SDcols = colnms]

Note that you need the parentheses to the left of := to stop data.table interpreting colnms as the name of a column.