To answer your question - no, there's nothing that can block sounds. The sound engine in this game always behaves as if there were no obstacles between the source of the sound and the listener.
im not sure about the gunfire unless u actaully editted the wav file and reduced to db's on that to make it qieter...i know u can limit the sound from an entity like a loud speaker....a buddy put a loud speaker in the courtyard or stalingrad and when u walked into any of the buildings the sound died out until u walked outside again...lemme find out how he did it and ill try to post a link here