Let's start with some do's and don'ts:

All the road tiles you place must connect to another one of your road tiles or shore line.

Start at a shore and build out. You can start a bridge at both ends and try to connect in the middle or just try to go from one side to the other. You can start as many bridges as you like.

You cannot place a road tile by itself. The exapmle below is not possible. If Player Two tried to do this, a warning siren would go off, and the curve tile would not be placed!

Here is how to deal with some common obstacles.

Perhaps your Player Two, and you have a nice straight section of bridge:

Now that fiendish Player One uses a dynamite to blow up the center section of your bridge.

You have three options.

One: 

Use the Crane button to repair the road.

 

Two:

Go around the damaged section:

Three:

Start a new road.

Now lets say Player One cuts you off with Bouy.

If you have a dynamite available, you can blow up the Bouy.

 

Otherwise you'll have to go around.