LEGO is indeed a good example, and some interlocking concrete blocks really resemble LEGOs. The giant ones are for big construction projects, but you can also find small versions in many styles at home improvement stores for walkways and retaining walls. Shipping containers are another option. This modular set has units of different shapes that can be stacked in different ways.
Here's an example where the modules are flat pieces.
This one focuses on framing, more like an Erector Set than LEGOs.
Sand castle molds support modular construction on beaches. Just a few shapes enable many structures.
The modules can be anything. The only requirement is that there's a standard set of pieces which can be arranged as needed.