I'm aware of the Brewer method for starters, but other information would be helpful.
There is a wonderful(ly inventive) tool called a centrolinead, which I still hope to get my hands on one day:
It consists of a metal joint from which three wooden, rotatable arms extend. You only need two fixed points right next to you drawing on both sides (like thumbtacks or nails). The longer arm acts as if it reaches a vanishing point that is much further away. The two smaller arms can be fastened once you're happy with that vanishing point.
It's also not very hard to craft yourself.