It finally happened, but only in Barbarian Invasion. That is, I lost a stone wall to the enemy.
The place was on the West Coast of Greece, probably near old Thermon, but I don't remember the name of it. The invaders were the Goths. It started at about the 6th or 7th turn. I had one unit of cavalry, two of Limitanei, and two of archers. For three turns I held out, sallying forth and causing as much damage to the barbarians as I could, usually by getting them to chase my cavalry around the wall and letting my towers pick them off. The towers actually cut the besieging army down to two units of infantry (to push and use the siege equipment) and about 5 cavalry.
Finally, they came forward with a battering ram and a siege tower. I put my archers on the wall, as well as what was left of my Limitanei. The smaller unit of archers destroyed the battering ram quickly, and then I had both units of archers shoot fire arrows at the tower. The problem was, with all those flaming arrows flying at the tower, they inflicted 0 damage. Then I disbursed my infantry and archers to both sides of the tower to block the enemy's way to a gate, and hoped that they could hold out till the time ran out. Something though, about archers standing in the way of spearmen, and out of arrows, they lose. Once they got past the last archer, the cavalry from the reinforcement army came in and it was all over.
If at all possible, keep a mimimum of 4 units of archers on the wall to defend against towers, maybe 6. I know that early on, heavy infantry are hard to come by, but at least 4 heavy infantry on the wall are also helpful. Unfortunately, this happened so early in the game that there was just no way they could defend it.
Any military units at all are just in the early stages. You don't yet have the military buildings to train quality anything, the traders don't generate enough money, and your Generals are already robbing you by 30% or more.
Later, I took the city back, and tracked down, and killed with a vengeance, every Goth! When they were in their "horde mode", I sought battle with, and did not let up until I had killed the last family member. When the tile, "Faction Destroyed" came up for the Goths, I had a special satisfaction knowing that I was the one who took them down.
Strength and Honor
Celt Centurion
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