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>