The 1920s ex-council house I live in is built from two layers of brick separated by a cavity (with metal ties between the layers, which are themselves a problem because they rust). Unbelievably even the internal walls are also all two layers of brick. All I know is that labour must have been very cheap in 1920.
The outer cavity is designed to stop water from crossing from the outside to the interior.
There is a fashion for filling the cavity with insulating materials, but that leads to problems because it can draw water between the layers.