A Year of Frugal Gaming Blog has a photo tutorial on making a ruined wall from plywood and other bits.
Modeling
Constructing Japanese Style Buildings
The Boring Mordheim Forum has a photo tutorial on constructing Japanese style buildings for 28mm figures.
Making Tree Stands From Old CDs
The Too Fat Lardies site has a tutorial on making stands for trees and other foliage from old cds.
Green Stuff Sandbags
The Dark Future Games Blog has a tutorial on making sand bags from “green stuff” epoxy putty.
Making A War Camp
Here’s a nice video on making war camp scatter terrain from junk.