Autonomous driving and V2X technologies have developed rapidly in the past decade, leading to improved safety and efficiency in modern transportation. These systems interact with extensive networks of vehicles, roadside infrastructure, and cloud resources to support their machine learning capabilities. However, the widespread use of machine learning in V2X systems raises issues over the privacy of the data involved. This is particularly concerning for smart-transit and driver safety applications which can implicitly reveal user locations or explicitly disclose medical data such as EEG signals. To resolve these issues, we propose SecureV2X, a scalable, multi-agent system for secure neural network inferences deployed between the server and each vehicle. Under this setting, we study two multi-agent V2X applications: secure drowsiness detection, and secure red-light violation detection. Our system achieves strong performance relative to baselines, and scales efficiently to support a large number of secure computation interactions simultaneously. For instance, SecureV2X is $9.4 \times$ faster, requires $143\times$ fewer computational rounds, and involves $16.6\times$ less communication on drowsiness detection compared to other secure systems. Moreover, it achieves a runtime nearly $100\times$ faster than state-of-the-art benchmarks in object detection tasks for red light violation detection.