I enjoy looking at and building retaining walls and portals (as did the PRR in my neck of the woods), and so this topic piqued my interest. I have used lots of Scenic Express walls - both rigid and flexible. Some people think they're expensive, however considering what a new scale piece of rolling stock costs, I don't think they are, and if you buy multiples from Scenic Express, they give a discount - plus I think they give a OGR forum discount, or at least they did when I last ordered some.
This is one of my longer retaining walls (made from both rigid and flexible PRR block walls), made for about the cost of the latest Lionel Hobo caboose . FWIW: I just cut them to size and spray paint a gray primer gray and then alternate with black primer (I do spend considerable time filing the dovetail joints to get them to fit as tight as possible). I use various lumber to support them vertically ~ every 6" or so, and in this shelf portion there's a top deck that the structures fit on; and hot glue to hold them in place. I'd love to see how others have painted/weathered theirs because other than primer I haven't been successful. BTW: the foreground facia walls are HO walls that I had left over from a previous layout.