Plants form a natural deterrent to soil erosion, especially those that cover a lot of surface area or those with deep root systems. Local plants, in particular, have evolved to resist erosion, and can stand up to the effects of your local weather without a great deal of maintenance. In cases where you can't plant, consider laying down mulching materials such as wood chips, pine needles, leaves or even river rocks. Not only does mulching prevent erosion, but it can help increase the organic content of the soil and make it more fertile.
When rainwater runs down eroded soil, it can create rivulets and channels that expand if left unchecked. Instead of allowing the water to move where it will, set up a drainage system of gutters and ditches to guide the water in less harmful directions. In some cases, you may be able to set up underground pipes to reduce water saturation in the soil. In every case, make sure the gutters lead to a proper drainage device, a civic sewer system, or an area with copious plant life; water runoff should never enter the property of another person, and you should check your local zoning laws to ensure that the drainage system meets civic codes.
Farmland doesn't have the luxury of permanent plant life. In such cases, farmers can reduce the chance of erosion by maintaining a high amount of residue with their crops. High residue percentages help the water permeate the soil more deeply -- which cuts down on the amount of runoff -- and keep the rain drops from dispersing as much soil when they fall. In addition, using forage and small grains as part of a normal crop rotation helps keep erosion levels down. These grains grow fairly close together, leaving less room between the rows for runoff, and possess a dense root structure that helps to hold the soil in place.
Steep slopes present a considerable challenge with erosion, since gravity tends to pull the soil down with more force. To prevent it, set up terraced landings along the slope for growing and planting; they help the soil retain water and act as a bulwark against runoff. In addition, consider using riprap -- clusters of boulders or stones -- on sloped areas to help protect the soil and secure it against wind and rain.