Wall is a town in Pennington County, South Dakota, United States. The population was 699 at the 2020 census. Wall was platted in 1907 wh…Wall is a town in Pennington County, South Dakota, United States. The population was 699 at the 2020 census. Wall was platted in 1907 when the Chicago and North Western Railroad was extended to that point. The town was incorporated in 1908. Wall was named for the "natural wall" in rock formations by the Badlands National Park.