Jim:
As reported above, looking through Hutchinson's 1897 book, only the Hell bunker at St. Andrews shows a clear stacked-sod face (for its right half). The fairway bunker on the fourth at Prestwick may also be a sod-wall bunker ... hard to tell with the lighting, but it's a vertical face of some kind.
However, most of the other bunkers have rugged natural faces ... the bunker to the left of the 11th at St. Andrews is not a sod-wall bunker, for one famous example. There are a few sleepered bunkers among the big and famous ones.
I also looked through Darwin's 1910 book and its famous water-colors ... there is only one painting per course and many times they don't depict a bunker at all, but there aren't any sod-wall bunkers in there. The Postage Stamp at Troon is shown with shallower, sandy-faced bunkers.
So, the answer to your question is that Hell bunker was sod-walled before 1900, but it wasn't common at all back in those days.