About Wall Coping Stone, Pier Caps : Natural wall coping stones are massively important when it comes to your walling project. They protect walls from weather damage and come complete with drip checks - which helps to keep water away from the wall. But there is also the aesthetically pleasing appearance of the wall you have built. That's why natural stone wall coping material is like the signature you put on your completed wall project. Natural Stone Pier Caps, also known as Pillar Caps, are the ornamental tops you often find on pillars at each side of a gated entrance, or on a raised end of a wall pier.