Line of Disappearance? (or some other more relevant term),How to make an area where a shape will disappear into?

Say there's a moving object/shape. There is also an invisible boundary/wall/line along the way.

How can I create this wall/line where the object/shape will disappear into and not show on the other side? (like in the Harry Potter 2 where they run into a wall).

Please all pros let a noob know!,So, say there's a moving shape in a game. There's an invisible line along the way that the moving shape will disappear into (won't pass the line and it's still showing).

How can I make such a line of disappearance (it's like that wall in Harry Potter where they run into)?

Please all pros let a noob know.