I live in Central MA. All my large runs are made of 1" plastic covered chicken wire (wish I could have afforded to do the original runs in hardware cloth!). Walls, flooring, ceiling. Then I covered them with those plastic "wavy" sheets (don't know the name) to help with snow load. Plus, it keeps an area where they can get out of the rain. The wavy plastic sheets weren't too expensive, less than $20 for an 8' x 4' sheet if I remember correctly.
My silky run is all hardware cloth but I didn't put a solid cover on it at all since they can run under the coop (18" up off the ground) for cover.
Of course, we might be talking of two different things here. I consider my runs the area that is attached directly to the coop and it can be locked up. My yards are beyond the run/coop and can not be locked. I do have some netting over some areas of my yards that don't have many trees and it gives further protection from hawks.