Worth mentioning separately I believe: in "A combinatorial formula for the Pontrjagin classes", Gelfand and MacphersonMacPherson construct something like analogs of Segre classes for Pontryagin classes: for a triangulation of a manifold $X$ they invoke oriented matroids to produce explicit rational simplicial cycles on its barycentric subdivision which are Poincaré duals of inverses $\bar p_i(X)$ of the Pontryagin classes of $X$.
They also describe (on half a page!) a version of the Chern-Weil theory for Pontryagin classes of a vector bundle $E$ with connection on a manifold $M$ which shows relationship between their approach and the "standard" one. It is so concise and enlightening that I decided just to reproduce it here. They consider the Grassmanian bundle $\pi:\mathscr Y\to M$ of codimension 2 planes in $E$, together with the principal bundle $\rho:\mathscr Z\to\mathscr Y$ corresponding to the tautological quotient 2-plane bundle over $\mathscr Y$. The connection on $E$ gives them a 1-form $\Theta$ on $\mathscr Z$ with coefficients in the orientation sheaf of $\mathscr Z$ and a curvature form $\Omega$ on $\mathscr Y$ determined by $\rho^*\Omega=d\Theta$. Their formula then is$$\bar p_i(E)=(-1)^i\pi_*\Omega^{\dim(E)-2(i-1)}.$$