Another way is to design the tunnels to reduce this effect. If the tunnel's diameter is much wider than the train's, you reduce the piston-like effect which causes the backward rushing air in the first place. Ventilation shafts can also help, although it's best if they're designed to do so. If the shafts are too large or too far apart, it can feel like the train is constantly leaving and re-entering the tunnel.
The most famous tunnel is the thirty mile "Chunnel" between England and France. Thirty miles of air is a lot to push around, so engineers have come up with a clever solution. The Chunnel is actually two separate tunnels, connected by cross passages. A Chunnel train doesn't have to squeeze all that air backward between train and tunnel wall. Those cross passages allow the air to escape sideways--into the second tunnel--greatly improving the air pressure inside the train.