We prove the existence of a close connection between spaces with measured
walls and median metric spaces. We then relate properties (T) and Haagerup
(a-T-menability) to actions on median spaces and on spaces with measured walls.
This allows us to explore the relationship between the classical properties (T)
and Haagerup and their versions using affine isometric actions on $L^p$-spaces.
It also allows us to answer an open problem on a dynamical characterization of
property (T), generalizing results of Robertson-Steger.