Domain walls in strongly coupled gauge theories are discussed. A general mechanism is suggested automatically leading to massless gauge bosons localized on the wall. In one of the models considered, outside the wall the theory is in the non-Abelian confining phase, while inside the wall it is in the Abelian Coulomb phase. Confining property of the non-Abelian theories is a key ingredient of the mechanism which may be of practical use in the context of the dynamic compactification scenarios. In supersymmetric (N=1) Yang-Mills theories the energy density of the wall can be exactly calculated in the strong coupling regime. This calculation presents a further example of non-trivial physical quantities that can be found exactly by exploiting specific properties of supersymmetry. A key observation is the fact that the wall in this theory is a BPS-saturated state.