$icerik = "<li><a href='http://site.com/ali.html'>ali</a></li>
<li><a href='http://site.com/veli.html'>veli</a></li>
<li><a href='http://site.com/deli.html'>deli</a></li>"; 

preg_match_all("~<a href='(.*?)'>.+?<\/a>~", $icerik, $match);

print_r($match[1]);