No simple way. You can of course block IPSEC and PPTP VPN because they use other "protocols" . Many times you can block these by just disabling the VPN passthough ability.
Most newer VPN is done via SSL which appears to be https using port 443. This tends to be a issue because many times normal secure web browsing is done on the same port.
To block stuff like this you will need some form of firewall. The brute force approach is to block all the public vpn/proxy sites. There are public list available but in many cases you need to subscribe to a service to get the newest data. Of course if the vpn site is private or not on the list you have a issue.
Another feature many firewalls have is the ability to detect OPENVPN that...