How do I implement Roadblocks - the ability to force all on a page be from the same campaign?

The option you want to enable is the 'Companion Positioning' option on the main Campaign Properties page.

This way, if there are 2+ zones on a page and a zone loads a banner from a companion positioned (roadblocked)campaign, the following zones will try and load a banner from that same campaign, if one is assigned and available for the zone. The zones will not load a banner from a different campaign.

This feature requires context-sensitive invocation tags - which means any tag will work except for IMG or iFrame tags.

From OpenX 2.8 the feature requires to use a Single Page Call tags.

You can use also a Java Script tags, however if a first zone delivers a non companion banner OpenX will not guarantee to deliver a non companion banner in other zones. The feature will work only when companion banner is loaded for the first zone on the page.