Dungeon Bricks are a non-craftable type of brick from which the Dungeon is constructed. On world generation, one of three colors of Dungeon Brick is chosen to create the entirety of the Dungeon. Dungeon Brick is one of very few block types that is impervious to explosions. 100% Pickaxe power (a Molten Pickaxe or better) / 65% Pickaxe power (a Nightmare/Deathbringer or better) is required to mine Dungeon Bricks in the Underground-level Dungeon, although any pickaxe can destroy Dungeon Bricks at or above the Surface layer, and any Dungeon Bricks placed within the center third of the world.
Before acquiring a Molten Pickaxe or better, a player can mine Surface-level Dungeon Bricks and can place them down inside of the Underground-level Dungeon, but will not be able to mine them, potentially leaving them trapped or cut off from the rest of the Dungeon.
In Journey Mode, the Dungeon antechamber has enough wall tiles to research for replication (400). To get all variations of the dungeon wall, more than one world would need to be visited.