Yes, use .parent().
If your html is something like:
Code:
<ul>
<li><a href="#">Link One</a></li>
<li><a href="#">Link Two</a></li>
<li><a href="#">Link Three</a></li>
</ul>
then
Code:
$('li a').click(function(){
$(this).parent().animate({'marginLeft':'30px'})
return false;
});
will animate the parent li.
However, if the li animates when the link is clicked then I'm assuming the link does not go to another URL - in which case you might not need the anchor tags - and then you can just attach a click event to the li itself. Just a thought...