The basic step is to construct a nowhere dense set of positive, and controlled, measure. Then iteratively in each interval where the set is empty, you replace by another such set. See for example a paper by Erdös and Oxtoby, Partitions of the plane into sets having positive measure in every non-null measurable set.
EDIT: This gives $\lambda (A\cap (x,y))>0$ and $\lambda(B\cap (x,y))>0$ for each interval $(x,y)$. We cannot have equality $\lambda (A\cap (x,y))=\lambda(B\cap (x,y))$ in general (see Mike Hall's answer).