How to destroy my cannon balls when they come in contact with the anything.

Questions & Answers
1

So the cannonballs are just passing through the wall, but when the player comes they are destroyed, but if player comes in contact they get destroyed. Here is the script :-

void OnCollisionEnter2D(Collision2D collision)
    {
       Destroy(gameObject);
    }

And both the wall and Player have collider.

2

it needs a rigidbody, at least one of them (wall or cannon ball).

3

Incase the other solution is not working, what you can do is have a variable Vector3 previousPosition; in your c# script and then have this as update:

void Update()
{
    Vector3 direction = (transform.position - previousPosition).normalized;
    float distance = Vector3.Distance(transform.position, previousPosition);

    RaycastHit2D hit = Physics2D.Raycast(previousPosition, direction, distance);
    if(hit.transform.gameObject != gameObject) {
        Destroy(gameObject);
    }
    previousPosition = transform.position;
}

And then in Start() define previousPosition as transform.position with previousPosition = transform.position;
I am not 100% sure that this will work for you, but I recommend trying it.