Due to various political indignations that I will not go into (in part because it looks to me like it is all obviously ginned up by a press looking to make a story), the walls of the Vatican City State have been in the news recently. I normally wouldn't comment on such a thing at all, but I have been reading up on Vatican City in recent months, so the claims about the walls have caught my attention. I would point out three minor things that I have seen ignored in multiple places.
(1) Most of the walls of the Vatican City State predate the Vatican City State. Indeed, the borders of Vatican City were largely chosen because the walls were already there, not vice versa -- it made it easy to lay out the borders in the Lateran Treaty by which Italy conceded Vatican City to the Holy See. A few walls were put up where there weren't any already in order to better delineate the border for treaty purposes.
(2) Vatican City is not 100% surrounded by walls. Famously, you can walk right from Rome into Vatican City by stepping over a line painted on the ground in St. Peter's Square.
(3) It is nonetheless true that immigration into and residency in Vatican City is highly, highly restricted; if you are not Swiss Guard or Curial official, or given special permission by the Pope, the chances of you ever being able to immigrate to or reside in Vatican City are very, very slim. Although you probably wouldn't want to do so; it is, for all practical purposes, a museum complex maybe half the size of the National Mall in Washington, DC. It would be like hoping to live in a storage closet at the Smithsonian -- no doubt interesting, but you could certainly do better.