With a name of the wall screw moss (Tortula muralis) it is not hard to work out where you are likely to find this moss; 'screwed' to the top of walls!
Once a scarce species of limestone and sandstone rocks this species is now far more common in towns and cities than it is in its natural environment. The use of limestone and sandstone as building materials has meant spores have been transmitted with mined rock and quickly take hold in their new environment. Unaffected by pollution and without competition it is very, very common now on brick and stone walls everywhere.
It is not the only species of moss you will find on walls but it grows in small cushions with stalks coming out of it and that, as well as its abundance, makes it easily identified. The other species that form cushions is quite rare and the other common wall mosses do not form cushions so you can be fairly sure that you are right.