Firewalls are a fundamental element of network security systems with the ability to block network data traffic flows according to predefined rules. They work on the main purpose to prevent the spread of any deleterious event both on the host as well as network side from any intrusion. Conventional firewalls rely on functions specified by a sequence of rules, which often conflict. Also, various forms of tunnels, wireless and dial-up access methods allow individuals to bypass all the security mechanisms provided by the traditional firewall. Thus, in this paper we discuss the uses and classification of both host and network-based firewalls, other firewall approaches to overcome the cons of traditional firewalls, various firewall policies, including some anomalies.