The out-of-plane behavior of unreinforced masonry walls is typically characterized by low flexural resistance and brittle failure. Still, providing suitable boundary conditions that enable an arching action enhances the out-of-plane flexural strength and ductility, even under blast loading. The present study, which is reviewed in this paper, combines experimental and theoretical methods. The experimental phase starts with monotonic and cyclic tests on small-size masonry specimens, with focus on the interaction of the masonry unit and the mortar layer in the arching wall. The test tracks the nonlinear behavior of a single mortar joint during complex loading and unloading scenarios. The review of the experimental phase then continues to a laboratory blast test on a full-size wall. In the theoretical part, four analytical models for the dynamic analysis with different structural resolution levels are reviewed. The first model assumes a single-degree-of-freedom response, while the other three account for the multi-degree-of-freedom nature of the response. The physical modeling assumptions in each model are discussed, and their effect on the assessment of the wall response is highlighted. The static and dynamic tests are used as benchmarks for validation of the theoretical models, and physical features of the response are discussed through a series of numerical studies. The combined experimental and theoretical efforts reviewed in this paper provide insight into the complex behavior of such walls, sets quantitative tools for its investigation and analysis, and demonstrates the unique aspects of the blast response of arching masonry walls.