It's not the cost of the raw materials, a brick wall would be cheap. The cost is in making it portable since, unlike a wartime battlefield where such things were occasionally used you don't have resources dedicated to just carrying the thing around. There are tower shields from older editions which has been mentioned, the best thing to have that could be easily deployed would be some type of magical item. Any type of cover only matters if you can keep it between you and the enemy so that's going to depend on how your GM runs the fights.