Just thinking out loud here.....
We are talking about lights in rolling stock and vehicles, buildings are simple, run a wire.
For rolling stock, can you use metal wheels and take the power from the tracks just like a locomotive? I saw a fellows HO scale layout where he had a set of passenger cars lighted and he said the power came from the rails.
For Vehicles, can't something be setup like a slot car set?
Instead of a slot, just run fine wire along the road. have each vehicle have contact wires down to the road wires. The vehicle has no motor, but the lights would get the power from the "road wires".
Like I said, thinking out loud. Please let me know if I am making sense.