It's real simple.
Demand a copy of the 'law' they're spouting off about.
"Well, let's narrow it down.... is it a federal or state law, or possibly a county or even a civil ordinance. If you knew where the law you say exists came from, that would speed up the process of finding it."
"Huh? It's not a law or ordinance? OK, then it's some sort of Administrative Rule. If so, you should have a copy of it handy. Oh, don't have one with you? Well, call your office. Maybe they have it there. Is there someone in your legal department that might have it?"
"Hmmmm. I don't get it. You say it's against the rules/law, but you can't quite provide any proof it exists. Then the logical result is: it doesn't. So unless you have Due Cause to detain me or even arrest me, I guess I'm free to go."
At this point, you have three choices, depending on who you're dealing with.
1. A duly-sworn Law Enforcement officer: "Well, either arrest me and charge me, or I'm free to go."
2. Private-sector security guard: "Let me make a suggestion. Stop trying to over-step your authority and quit making up rules. It's not illegal, and when it comes down to it, you know it isn't. And you cannot legally take my camera or memory card without a court order. Goodbye."
3. Joe Sixpack: "Goodbye!"
Most bridges are part of the civil infrastructure, and are not illegal to photograph. Same for dams, roadways, non-military airports, lighthouses, hospitals, power generation plants, railways, etc. They're perfectly legal to photograph, at least from public property.