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Firstly, there's the people that don't care. If I buy a Prius and the guy next door buys a Hummer, the overall trend isn't good. The only way to stop him is to make gas - or the hummer - stupidly expensive. The best way to do that is by setting taxes (or at least, cancelling the rebates :() - and I can't do that, only the government can.
Secondly, there need to be alternatives. If you live near a bus route and commute to a cubicle, you can certainly save gas: If you're a farmer, there is simply no alternative to sticking gas in your tractor - No one makes hydrogen fuel tractors, solar powered tractors or wind-power tractors: You may be able to use biodiesel if the equipment will run it and you have a supply. Again, the research and infrastructure changes required are beyond the capacity of individuals, and lie with government.
The other problem is with state-level enterprises, like power generation. If I want to save electricity I can buy a power-saving lightbulb, but if I want to use nuclear energy the options for buying my own nuke plant are limited. There are home-level solutions for solar, hydro and biofuel, even wind to a point, but they are out of the price range that most Americans - certainly most of the rest of us - can afford. We therefore rely on governments steering power gen. companies in the right direction - through taxes, other finance, or simply withholding licenses.
Besides, I like beef. :P
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