My mistake, it is not in the rules after all.
We have been using the Warhammer type house rule I stated above for so long I forgot it was not in the Mordheim rule book.
Except for the "Additional Equipment" listed after the Encampments scenario - Encampment Raid.
In Encampments you can buy a defended obstacle:
Barricade: These cost 10 gcs for a strip that is
6" long by 1" high. A warrior defending a
barricade can only be hit by his opponent on
an unmodified D6 score of 6 – Common.