There are a number of products that you can put over the lamp assemblies to help fight off oxidation - some are truly clear coats (automotive paint without any pigment), some are polycarbonate or acrylic films that stick on the lamp, others are liquid polishes, waxes, sealers. The key stuff you want is a UV inhibitor. Headlamps yellow over time do to ultraviolet light breaking down the polycarbonate lens assembly.
But that only helps on the outside of the lens assembly. Lots of light assemblies start to yellow on the inside of the assembly. Just by the nature of the bulbs that we run (halogens, xenon, etc.), pretty much all have a very broad spectral curve extending into the UV, it will break down the polycarbonate lenses that they use now, given enough time. Don't think you can find acrylic lenses anymore - nice thing about those, they do not yellow - but are significantly softer than polycarbonate - something like 30-40 times softer. Polycarbonate is close to glass in hardness - some cases, can actually be made even harder.
If the lenses get too bad - use those retail headlight repair products on them (3M, Meguiar's, etc.) - clean up the yellowing, then immediately wax to protect them from the elements. Better than not doing anything - eventually, they will get to a point of no return - just replace the lamp assemblies at that point, not worth the effort to try and repair/fix.