pf
Packet Filter (pf) is a very powerful firewall software for BSDs.
pf is run as a service, while pfctl is a userland interface.
Basic PC Setup
Basic Server Setup
Common Issues
Cannot ping URLs
First, check if the below section better describes your issue.
If the issue is specific to URLs, then DNS is being blocked. DNS uses port 53 over both TCP and UDP.
Cannot ping IP addresses
You likely are blocking ICMP protocol connections, chiefly the "echo request" message type.