Walling is a technique used to utilize buildings to create narrower choke points, or to completely stop units from passing.
Supply Depot/Barracks walls are commonly used against all races to prevent early scouting. A Barracks placed below a Supply Depot will make a wall not even Zerglings can run through, making it possible for Terran to tech up early.
Pylon walls are set up by Protoss at their expansions to prevent Vulture harassment. Forge/Gateway walls are usually placed at a Protoss's own natural expansion against Zerg, to safely guard against early aggression.
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