Paul’s Bods blog has a short series of photo illustrations on how he built a wonderful Pirate Cutter.
Modeling
Making A Middle Eastern Style Monument Tower
Here’s a tutorial for making a tower/obelisk such as those you might find in ancient middle eastern towns.
Making Ruins From Cardboard
Cardboard is not the greatest material for making wargames buildings — formcore is far better. But for making ruins, it actually works quite well. I built enough ruins to cover a 5×5 table for a Stalingrad game from cardboard. Terragenesis has an article on making ruins from cardboard that look remarkably like the ones I made.
Modeling Walls and Barracades
Here’s a nice video on modeling walls and barracades for wargames. The techniques are particularly post-apocalyptic.