In Civ4 there are only the 5 levels I mentioned.
As for Castles (which require Walls, so the pre-gunpowder defence is 100% with both) they still give some defence against bombardment by cannon and later artillery and by aircraft. For example, a Stealth Bomber is stated to do 20% damage per hit, so a city with no castle and 60% cultural defence would have its defence reduced to zero by 3 hits from S.B.s, but with a castle present the damage per hit is 20% of 60% and thus 5 hits would be needed to get the city down to zero. In fact, 5 hits would be needed for any city with a castle and some cultural defence; even one with only 5% would go down to 4%, 3%, 2%, 1%, and then 0%. Watch the defence shown on the city info bar and compare it with the top-of-screen display of the results of successive hits: in my example, the city bar would show 60% (not the 100% if attacking with a pre-gunpowder unit) reducing to 48% after a bomb hit which the top-of-screen shows as having done 20% damage.
I believe this to be the case only for bombardment. If so, attacking with (say) a Tank should show the defence as 60% initially in both places on the screen.