How can I build a wood fence to block sound?
Solid is better than not solid. Thicker is better than thinner.

But at the end of the day, wood fences won't do much to dampen sound at all. 

If you can, go with a solid fence of some sort (block, brick, etc.) but that'd be expensive and laborious, of course. 

If you have to stick with wood, go with solid panels and then plant a lot of shrubs on both sides of the fence. That might help over time. But don't invest in this thinking you will see sound dampening of all that much. 

That said, it does appear there are some products on the market to help with this. I know nothing of these and are merely mentioning them as possible things to investigate:


this looks like a sound deadening 'tarp' you attach to your fence: http://www.acoustiblok.com/acoustical_fence.php
this one is a 'blanket' that attaches to the fence: http://www.acousticsblog.com/2014/reduce-unwanted-outdoor-noise-sound-blocking-fence/
another idea I've seen is to string chicken wire between posts (both sides) and then fill the center with mulch. I like the idea, though dread the maintenance (as I think you'd have to refresh the mulch every few years.