Updated Answer

I’ve noticed a lot of people are using this answer so I decided to update it a little bit. No longer including support for now-unsupported browsers.

ul > li {
    display: inline-block;
    /* You can also add some margins here to make it look prettier */
}

<ul>
    <li> <a href="#">some item</a>

    </li>
    <li> <a href="#">another item</a>

    </li>
</ul>