There are pneumonia vaccines[1], but they mostly cover the main bacterial strains that cause it. A lot of diseases like pneumonia can be caused by multiple strains of bacteria. It's hard to vaccinate against all of them.

[1]http://www.cdc.gov/vaccines/vpd-vac/pneumo/default.htm

Hard, yes. Harder than curing resistant infections?

Potentially, yes. There are many, many microbes who have antigenic profiles that make them very poor candidates for vaccines.