Recently I tried my hand at constructing some new buildings. The fronts and backs are made from mdf board (I think that's what it's called in the US anyway; not sure about the UK or other places. It's the soft stuff, smooth on both sides. Easy to cut and sand.) The sides are made from 3 inch wide pine boards. The building in the middle is the first one of these I made, which I completed as a sort of "proof of concept". The doors and windows are drawn on in pen and then painted. The base is separate so the buildings can stand on their own if I like.
The building on the left shows how I "clamp" them while the glue is drying, around a framework of legos, with hair bands to hold it all in place. That building also has an arch cut into it.
These 3 are all 3 inches deep by 4 inches wide and can hold 8 infantry figures.
The bridge on the right was one I made last year. The one on the left is a new one in progress - made with lessons learned from the first one.