How to stop light from going through objects?

I think someone asked this before, but is it possible to stop light from going through objects, like how you can have a room in a game and it will be lit up inside even though there's not any lights around? If it makes any difference, rooms will be made out of dts models mounted to each other, not one huge dts model. Like Minecraft, where rooms aren't predefined models, but people make them by simply placing blocks.