Frequently. These changes fall into several different categories: narrowing the width of the curtain wall, increasing the length of the Wall system, the addition of forts, and the addition of the Vallum. The curtain wall was at first constructed to a standard width of 10 Roman feet (9ft 9in or 2.96m) but, at some point after foundations of this width had been laid between Newcastle and the river Irthing, a decision was made to narrow the width of the curtain wall to 8 Roman feet (7ft 9in or 2.37m). This width change is unlikely to have affected the height.
It seems the initial design was for a wall 76 Roman miles (69.9 statute miles or 112.5km) long running from Newcastle to Bowness, consisting of fortlets every Roman mile (the milecastles) and towers every third of a Roman mile (the turrets). It is assumed troops were to be supplied to man these from the forts on the Stanegate, just south of the line of the Wall. This was found to be impractical and a decision made to construct forts on the Wall itself. Another decision was made to construct an earthwork (which we call the Vallum) behind the Wall and this may have post-dated the fort decision (since it swerves around some of them, as at Benwell and Halton Chesters), although not by much, since at least one of them (Carrawburgh) overlies it.
One final significant decision was made to extend the Wall beyond Newcastle to Wallsend, making it notionally 80 Roman miles (73.6 statute miles or 118.4km) long.
Further reading: Breeze and Dobson 2000