Apart from fair competition, that is.
1. Railroads
The AI will always build stations first and then try to connect them. Simply fence in their stations with railroad tiles. Bear in mind that bridges can be built over orthogonally placed railways, but not over railways going in the same direction.
2. Airports
Monitor the map for large-scale flattening activity. Simply place a single railway tile somewhere on the area to prevent an airport from being built.
3. Roads
Build a railway tile crossing the road. Now just destroy the road (you took ownership) and build a railway tile going in the same direction as the road. This will prevent it from being rebuilt.
Alternatively, build a train and stop it right when it stands on the crossing, blocking the road forever.
Even more destructively, make your railroad cross the street several times and have a killer train drive around to cause as many accidents as possible 😀