In this day and age, the most common security mechanism in place will be some sort of firewall. Firewalls are a great security mechanism when used in conjunction with other security controls; however, they must be properly maintained and monitored to be truly effective. There are several mechanisms that can be used to attempt to bypass these devices.
It is important to know where you are being blocked when scanning. When testing through a firewall it may become difficult to prepare a stealth attack if you do not have all of the information. Remember that tools such as Firewalk or Hping can assist with determining where the block occurs and whether the port is truly available or just closed. Although this may seem simple, knowing whether there is a firewall in the first place is fairly important as well.