I had played OpenTTD 0.4.X. Few days ago, I downloaded it and started to play it. Trying to find out few ways to fool computer, here is what I did:

Don't violate the traffic regulation!
make a shortcut for computer, then set two one-ways

o, o, and o, still o...
just let them run on my shortcut, close it, then loop the road.

My train is broken! Sorry!

You are surrounded! Resistance is futile! Surrender yourself!
Keep blocking them outside before the all line up, then let them in and hehe...!

How about railway?
I don't know any way can fool computer players after the track is built. While building, I buy langs to block their way of building. That could waste them lots of money until they couldn't afford any more.

Do you know any can fool with fun?