The Walls were three large structures located on Paradis Island that guarded the Eldians who fled there during the Great Titan War. They were built by the 145th King of Eldia, Karl Fritz, more than a century ago using countless colossal-sized skinless Titans which were contained inside the Walls' hollow core. They stalled the other nations from attacking Paradis, under the false threat that the King would unleash the Titans inside upon the world if they did so. The Walls crumbled about a century later when Eren Jaeger used the power of the Founding Titan to free the Titans within them.
History: One hundred and seven years ago, it is said that humans were brought to the brink of extinction at the hands of the Titans. In response to this, the survivors made huge Walls to protect their last stronghold. In reality, however, The 145th King Karl Fritz decided to end the Great Titan War and the fighting within the Eldian Empire by withdrawing to Paradis Island, taking as many of his people with him as he could.
Story: In 845, Shiganshina District is the first district to fall when Wall Maria is breached, leading to a massive slaughter and prompting humanity to abandon the entire perimeter and the remaining cities along the Wall as they attempt to consolidate their losses. After the fall of Wall Maria, the survivors take refuge in Wall Rose. The current status of the Walls is chaotic.
Trivia: The size of the nation within the Walls is most comparable to the real-life nation of , with a total area of 752,612 km², making it the 38th largest country in the world. The Human activity zone would come right after at 39th. Titans primarily targeted the southern region, even before the loss of Wall Maria.
Source: Walls (Anime), available under CC BY-SA 3.0.