Like a wall you can go through from A to B, but can't from B to A?
Fairly simple. Tie the visible part of your wall to func_illusionary and have another brush of the same size placed at the same spot. Tie that brush to func_wall_toggle, set its render mode to Solid, FX Ammount to 0 (making it invisible) and select its "Start Invisible" flag.
Then create a trigger_once right behind the wall, which triggers your func_wall_toggle. That way, once the player passes the illusionary part of the wall, he'll trigger the wall_toggle, which will become solid and enclose that gap.