if you are working with ssrs2008 or greater you can do this:

1) Create a Paceholder for you textbox

2) In Paceholder poperties enable "HTML - Interpret HTML tags as style"

3) In "Value" set ="<ul><li>Fields!Field1.Value</li><li>Fields!Field2.Value</li>....<li>Fields!FieldN.Value</li></ul>"

That's all