The idea was first proposed in this white paper by Mark Cutkosky and Alexis Lussier Desbiens of Stanford university in 2008. Since then a number of wall perching drones have actually been made. However they are still not easily attainable by consumers.
Check out some of the examples I’ve found, they look pretty cool!
This is a prototype built by the people who first proposed the concept. It uses an adhesive to stick to the wall.
This one isn’t so much a drone as a proof of concept for landing on walls. But it does it quite well.
This one is a bit different, it uses sharp claws to hold on to whatever surface it might find. It can land on some walls, but is designed for landing on branches, powerlines, etc..