Several suggestions have already been made, such as creatures that can tunnel to your fortress, that would make it much harder to defend a fortress. Right now, all you would have to do would be raise a drawbridge and lock a few doors, and that massive goblin army would just hang around your fort for a few months before eventually dissipating. If the goblins were able to tunnel, they would be able to dig right through your defenses, and get to the middle of your fort, rather than attacking your trap-lined entrance hall.
However, you could still get around tunneling goblins by encasing your fort in a massive cube of magma and obsidian, and refill it with pumps hooked up to windmills. It would take a long time and a lot of work, but it would still be possible to make an invincible fort, it would just be much harder. My suggestion is that if your map has a magma pool or magma pipe, when goblins start bringing in sappers, they should instead bring in a new creature as a pet, similar to how they do trolls now, that could burrow AND swim in lava, so several of them would be able to penetrate your massive magma-cube and attack your fort when you thought you were invincible.
Otherwise, when the goblin sappers hit your wall of obsidian, they would either stop or be melted by magma, depending on how their code for handling wet/hot tiles is set up.