Avoid excessive smoke, because tobacco damage the lung’s ability to prevent infection. So also with the vaccine, vaccine can help prevent pneumonia in children, the elderly and people with diabetes, asthma, lung, HIV, cancer or other chronic conditions:

Pneumococcal vaccine (Pneumovax, Prevnar) reduce the possibility of contracting pneumonia due to Streptococcus pneumoniae.
Flu vaccine to prevent pneumonia and other problems caused by the influenza virus. Should be given every year to protect against the new virus strain.
HIB vaccine prevents pneumonia in children from haemophilus influenza type b.
A drug called Synagis (palivizumab) is given to a child under 24 months to prevent pneumonia caused by respiratory syncytial virus.

On the other hand, if you have cancer or HIV, talk to your doctor about additional ways to prevent pneumonia and other infections.