Having no knowledge of your object model, it's a bit harder to advise, but I'd say that if you're absolutely convinced that all of the validations/associations/callbacks need to be in that place, there are still ways of factoring out common behaviors. So while I wouldn't just move a big chunk of code out of one file and into another, where it just re-opens the class, I would say that using modules/plugins to describe common types of behaviors is a good idea.
For example, if you're building a Facebook-esque activity feed, and everything needs to generate "events", then maybe you'd want to move that "Eventable" behavior into a module, which when included, defines the associations/validations/etc. I'd say that approach would actually enhance the clarity of your code, since manually specifying those associations everywhere isn't nearly as expressive as declaring something as Eventable, nor is it as safe (you'd be duplicating logic in a bunch of places, and when the logic changes, you know the rest...)
All in all though, I'd say take a big look at your object model. In your test suite, if you notice that all of your tests require a lot of setup, that can be a good indicator that you're missing something in your object model. Again though, some sample code would be great.