Zapping a wand of locking or casting wizard lock at a pile of rocks will turn it into a wall, or possibly a boulder if creating walls is too powerful.

Priests tending an altar should repair the walls and doors of their temples if they are damaged, like shopkeepers do. (In NetHack 3.7, peaceful monsters avoid digging temple walls, but the temple can still be damaged by other monsters or the player.)

The “Construction Patch”:

• When digging out stone (not necessarily walls) with a pick, rocks may fall on your head with a lowish chance, about 10% per dug square. These deal the least damage if you are wearing a dwarven helm, and a little less than normal if you are wearing some other hard helm. Dwarvish characters have a high chance of dodging the falling debris entirely. Possibly also allow a boulder falling on your head from digging similar to when monsters tunnel.
• You can apply rocks at an adjacent floor square to build a wall. It takes 50 rocks, or 25 if there is a boulder in that square. (If the space is marked as being wall-nondiggable, this either doesn’t work, or flips the space to being diggable.) It takes 1 turn per rock to build it. In the process it creates an immovable object or dungeon feature called “partially-built wall” on that space, which tracks how many rocks are part of it. If you move onto the space, you can dismantle the wall and retrieve the rocks.
• You can apply rocks at an adjacent pool or moat to attempt to fill it. The more rocks, the higher the chance of filling it. This takes only 1 turn.
• Stone to fleshing diggable wall turns it into huge chunks of meat.
• Force bolts from striking wands or the spell scatter rocks off diggable walls they hit, and in roughly 5 shots the wall is destroyed.
• Digging a pit or hole puts a pile of rocks on a random adjacent square.
• When you dig a hole and fall down to the next level, you are usually accompanied by a shower of rocks falling on and around you. Dwarves are more adept at dodging and getting hit by fewer rocks.
• When using a pick to dig a square of natural stone where the four orthogonally adjacent squares are all dug out already, you are asked if you want to carve out a boulder. If you say yes, a boulder is deposited on the new space.

Note that the two boulder-creation methods above run the risk of being exploited for abusable quantities of food if you have stone to flesh available, and the stone-to-flesh-walls method explicitly invokes this.

Monks with Expert or Master level martial arts can force-fight walls to break them. (Possibly not uncarved rock though.)

Zapping a wand of probing at a wall point-blank will inform you if there is any open space (walkable terrain, ignoring monsters/objects) between you and the edge of the screen in that direction. This can be used to find vaults and closets.

If a guard is killed in a vault, immediately respawn all the walls of the vault. (Any creatures on the squares where walls are being rebuilt get displaced off them to nearby squares.)

Priests attending a temple altar can magically fix their temple’s walls periodically like shopkeepers can.

Vaults on deeper levels have walls that take multiple digging actions to dig through, like shop walls do.

Explosions destroy diggable walls.

Throwing things against walls or dropping certain metal objects produces some noise and wakes monsters.

Worker ant that restores walls that have been dug out.

You can engrave on walls or doors. Elbereth on walls or doors doesn’t work. You can read it by standing on the nearest space. Random graffiti, if it generates on a floor square next to a wall or door, may say “Something is written on the wall here.” instead of the floor. Graffiti could render as ~ or something similar.

Kicking a lightweight object into a wall will cause it to “rebound” or “clatter” (for wooden objects) off the wall, not just “Thump!”. The object might move a couple spaces.

Disintegration blasts don’t reflect from a wall; they dig it out instead. If the wall is undiggable, the ray merely stops - it never reflects.