Critiquing myself a little bit... it looks as if the train is the only one I have completely in focus. It also looks like there is a LOT of ISO noise in the other two.
Maybe someone more experienced has a better answer... But there's no magic to it, I think. You just have to lower the exposure.If you expose to get details in the shadows, you'll blow the highlights.
Basically, you cannot have it both ways... unless you shoot HDR
They really needed to be rendered in HDR. Any time you have bright lights at night you are going to lose something somewhere, cameras just don't have that kind of dynamic range. If you expose for the highlights you will lose the shadows; if you expose for the shadows you will lose the highlights. Take a series of shots exposed for the shadows, mid range, and highlights and combine them in HDR and you can keep it all though.