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The Walls surrounding Tokyo are a mysterious structure that Transients are legally restricted from crossing. The Game is held within the Walls of Tokyo. Despite its name and seemingly structural appearance, the Walls' true form is "the belief of the people that there are walls surrounding Tokyo that no one can cross over", with the one at the end of the sea is shown to manifest in the form of Jormungand, the serpent from the World of Yggdrasil. Loki, the god from the same world, is stated to be involved in its construction.

While Odin believes that crossing the Walls means crossing into other worlds, it's also stated by Yog-Sothoth that there is no hope to be found in the world outside the Walls.

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