Here is a photo tutorial on making wargames buildings from foam blocks and balsa wood.
Flat Pack Buildings
Mercerius Atticus has created some very impressive flat buildings. This isn’t a how-to, per se, but the idea is worth passing on. These would be especially useful on the edges of a game.
Making Simple World War II Buildings
Matakishi has some instructions with photos for making World War II era buildings out of sheets of cork.
Making Molds From Sheet Foam
Here’s a clever method for making false building fronts using molds created from craft store sheet foam.