Quoting Milk Monster:" Nail polish remover - Didn't work. Baking soda mixture- Didn't work. Dry erase marker- Didn't work, ... [snip!] ... little. It got the dry erase marker out and lightened the magic marker. Boo! Now to send DH to get some WD-40 to try that..."
If worse comes to worst, you can chip off a small piece of paint (probably about the size of a quarter). Since it's a part of the wall, I'd suggest doing it inside the inner corner of a closet (if it's the same color paint) or somewhere inconspicuous. You'd probably want to take a sharp knife or something that will be able to dig into the wall, rather than just scratch some paint off (which won't be enough). Then you can take it to Home Depot, ask them to match the paint color, and get a sample (which is free). Use that sample to dab over the marker. You'll probably need to do a couple of coats if it's a dark marker. Don't worry if it's not perfect, either. At this point, you're just trying to hide the blemish so your landlord won't catch it and charge you your deposit.
DH and I did this when we were buying our house. There were a couple small spots of dry rot around the outside of the house. The loan that we were getting required that the house pass a home inspection (meaning dry rot is unacceptable). The owners of the house needed to sell it, so they allowed us to replace those parts of the wood, however, that meant that it was quite obvious that some work had been done (since the new wood was not painted the color of the house). DH chipped some of the paint off, took it to Home Depot, they matched the color & gave us a free sample, which we used to paint the new wood, so it matched the rest of the house. The home inspector didn't notice.