Corruption is a class issue. The operation of government under most Western regimes means an enmeshment of private, capitalistic interests with those of the state. Americans would be familiar with the various lobbying scandals that come out now and then; that is by no means extraordinary, but quite literally, part of business. If we take the infrastructure example - highways - a little back - to railroads - we can see just how easily influenced the governments of various countries were by the sweet-talk (and money-talk, more importantly) to build the railroads in a highly specific way - not to also mention immense land speculation off which parts of the government also fabulously benefit from. Here, we can see clearly the ways that private interest, and specifically, the private interest of profit, pervert any kind of a state that may desire to improve the 'public good'. Since individual capitalists at present have more power in their hands to exert influence over a democratic legislature, they get their way ahead.
(On a positive note: I am happy to see that it appears OP has not been bitten by the orientalist bug that countries in the 'undeveloped' world are somehow more, 'uniquely' corrupt than those in the so-called 'developed' world. It must be that the corruption necessary to maintain the day-to-day Anglophone states afloat is becoming impossible to ignore.)
You may be asking, what's the solution? Simple: disempower the private profit interest.* That may not quite so radical as it may sound; even capitalistic states, in times where deep crisis and unrest appear to face them, engage in what can be only called an emergency brake upon private profit. This can be direct - e.g, eminent domain seizures and nationalisations, or indirect - funding for various, supposedly superfluous things such as education, healthcare, welfare, and all that. However. It is merely an emergency brake, and so the train of profit - to extend this metaphor perhaps beyond what's permissible - must go on, and the history of the entire late 20th century is the breakdown and destruction of the social-democratic bargain that the 'developed' world has created for itself. Which returns us from where we came from. I do not want to stop the train. I want to derail it into the ditch and run a train carrying passengers.
*Immediately, geniuses will leap at me and say that the USSR and PRC have had corruption. To this I must plead guilty; it is true, historical fact. It's also somewhat irrelevant; both of those states were, by their own self-admission, in the process of transition. They were on the path of trying to disempower private profits, but both have failed, to quite lethal consequences in the case of the USSR. An uncontrolled black market created by erroneous policies resulted in the formation of a devastating class of people who have ended the USSR. It may be a cautionary tale for those who throw in just a bit too much corruption in their states, though.
