In Halo 2, wall climbing with vehicles can be accomplished if you take a Ghost, Spectre or Wraith and use their Boost. This allows players to access high areas normally inaccessible by foot. There may be other maps that you can do this in, but have not been discovered yet.
To climb a wall in Coagulation, you will need one of the aforementioned vehicles. After you get one, look for a slanted part of the rock wall that makes Coagulation Valley and use the vehicle's boost to climb the wall. The cliffs you can get up to are great for using the Sniper Rifle.
In Burial Mounds, around the back side of the map, there is a hill that runs along the map. If you use a Ghost, you can climb it. It is a great sniping spot.
The reason these vehicles can climb walls is because they hover and use a boosting system to accelerate rapidly, whereas a traditional vehicle such as a Warthog would only be able to travel so far before gravity overcame it and pulled it back down the slope. The boost provides the necessary thrust to overcome this force and continue accelerating upwards.