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40d:Moat
The term "moat" refers to a defensive channel that may or may not be filled with water or magma. There is no structure called a moat, but any channel defensively placed to block invaders can be considered one.
A moat is an effective way to keep sieges away from your walls and fortifications. This gives your marksdwarves protection from enemy archers, and protects your fortress from door destroyers such as trolls. It prevents the passage of any creature traveling on foot. Those who can swim will cross water, and fliers will be able to cross any moat.
Water-filled moats can freeze, allowing foot traffic across the ice. In any biome cold enough to freeze, an empty moat will be more effective than a moat full of water, since fewer creatures can cross it. One could also argue that while creatures knocked into an empty moat will be unharmed, those knocked into a full one will drown. Additionally, the ice can easily be mined away. Another more elaborate method would be pumping the water out before winter and back in before spring.
A magma-filled moat is the deadliest: It does not solidify in the winter and it instantly kills all that fall in. That could also be a serious disadvantage. 'Twould be lovely to have your champion hammerdwarf, who's good friends with all of the best warriors, skillfully dodge a goblin, get fried, and send the fort into tantrums.
If you wish to combine safety and offensive value, consider a channel lined with your favorite traps.
A very deadly combination, is to first, create a moat. Then, put a retractable bridge across it. On the outside of the moat, next to the bridge, put pressure plates surrounding the bridge. Link them all to the bridge, and watch as invaders step on the pressure plates, then step on the bridge, the bridge retracts, they fall in, and drown/burn.:)
Reverse Moat
Digging channels for a moat interferes with the top layer of your fortress. But it's possible to get the benefits of a moat without channeling from the surface. Construct two walls around your entrance, and connect them by a drawbridge. Build ramps or stairs on the inside of the inner wall, and the outside of the outer wall. To cross the moat, a creature has to climb up, cross the bridge, and climb back down. If the bridge is wide enough, and lined up with three ramps on either side, merchant wagons can enter.
Trap Moat
Essentially, the Trap Moat is an empty moat with a retracting bridge. However, the inside of the moat is filled with upright spike traps. The idea is, when enemies get on the bridge, you pull the lever to retract it and pull the lever to spring the traps. When they fall, they get perforated. However, there's ramps at the end of the moat so friendly dwarves can get out and surviving enemies can futilely try to cross the bridge before they bleed out.
Dungeon Moat
Like the trap moat, only the channel is filled with cage traps instead so you can expand your zoo. If you use this strategy, it is recommended that you connect all your moats together, so that if all the cages in one moat are full, hostiles will (hopefully) wander over to the bottom of another moat and get caught.
You will need an entrance into the network to retrieve captured enemies. This entrance should also be controlled via drawbridge/moat access, and the moat it uses can connect via stairway to the dungeon you've already built.
You might also want to include some upright spike traps in case all the cages are filled. Otherwise you could potentially have the entire enemy army wandering around in your fort's dungeon. Of course, that might be a problem you want to have.