The old city walls
There is a tiny section of Dunhuang's original city walls and a watchtower on the way out of town towards Yangguan and Yumenguan.
Sadly it is in a very poor state, and the area is used for dumping household rubbish now.
GPS coordinates will follow, but unfortunately my brand new GPS receiver has packed up and I can't access any of the data! Grrrrrr. Thanks Garmin.
To get there, go across the river by the new Shazhou Hotel (not finished yet, but nice whitel tiles) and continue towards Yangguan. After a large Petrochina gas station on the left, there is a big junction and the tower and wall are there, just 50 metres from the main road.