I had that problem once playing as the UK, the US took Canada away from me... (still hoping for Firaxis to give us a better diplomacy editor....)
The best thing I can do for this is remove the Embassies, that way there is no contact between them and also no alliances, but that is only temporary...
I just don't want the US to enter the war in 1939, this takes away any chance of having German subs ruling the seas, also, who says the US has to enter the war??? I think that is one thing that should really be left to the game....
I would also like for spain to remain Neutral, no matter what.... but hey, as long as Firaxis doesn't work on it....
I'll think about it anyway and will test it, but I don't think I'll implement it for this thread... maybe you can test it at home and let me know how the game goes....