The average cost of building a retaining wall is 5,369. ... as beautiful as they are functional. Luckily, there are several types of materials available for use in construction, making it easy to get the job done for even the tightest budget. On This Page. ... Saint Louis, MO 15. Marietta, GA 16. Omaha, NE 17. San Antonio, TX 18. Charlotte, NC 19.