The Romans built a wall in the 2nd century around what was then called Londinium. The wall continued to be developed until the 4th century. On completion it was 3 miles long. It wasn't until the 18th century that substantial demolition began in order to make way for modern expansion of the city. The blitz during WWII saw much of central London destroyed.
There are still parts of the wall as in this picture that can be found around the area close to the museum of London and around Tower Hill.