Yes, a firewall can block things with a tunnel going through it. In the generic term, a tunnel does not necessarily provide encryption, so simply doing deep packet inspection will enable the firewall to operate on the tunnel.
In the case of an SSH tunnel (which is implied from the tag you selected) it is substantially harder to do, but it can be done, for example, using a man-in-the-middle attack. You don't state where you are located, but I have reason to believe that The Great Firewall of China is capable of doing this.
Further, a tunnel only "protects or hides the path between yourself and the tunnel endpoint. If the tunnel breaks out onto the Internet it is trivially possible for the traffic to be intercepted/blocked at that point, as it appears as normal traffic, albeit originating/terminating on the tunnels endpoint rather then your location.