If the walls are painted, there are several solutions. Easist and cheapist, wash the walls with dilute bleach, then rinse thoroughly and allow to dry. The bleach kills the mould spores. To prevent it returning make sure there is loads of ventilation when the room is steamy and paint with a product designed to copy with steamy atmospheres, they contain a mould inhibitor. If not a bathroom, then there is a condensation problem and that needs to be addressed to stop it returning. Condensation always goes to coldest part of wall.

I'd agree that bleach is good: read that thin bleach is better than thick because the thickeners can go mouldy after a while. After you've got rid of the mould, if it is only in corners like in my house (a stone built one with really thick walls), you could use tealights each evening. I've found this reduces mould really well and isn't that expensive.