Example - http://jstn.info/html.html - link rot, example no longer available.
Notice the text is centered, but the bullet points themselves are not.
The problem is that the bullets are controlled by the ul rather than the individual lis. I don't know a clean way of doing this off the top of my head; as a quick hack, try
ul { list-style-type: none; text-align: center; }
li::before { content: "\2022 " }
/* 0x2022 is unicode for a bullet */
Edit: as the user above me points out, you should be centering in the stylesheet rather than with align.
To clarify, what we've actually done here is hidden the automatically-generated bullets (by setting list-style-type to `none) and created "pseudo-bullets" in front of each li.