I was wondering about that today... I think most people seem to walk on the right unless as B00 says there's something particular they want to do like turn left or look in a shop window.
In shopping centre, went up escalator, which was on left.
Stepped off and continued on left hand side.
Bumped into everyone who seemed to walk on other side.
I would walk on the left hoping that a gentleman would be walking on my right with his sword arm ready to protect me. (Sorry lefties, would reverse for you.)
Many London Underground stations have notices, some of which say to keep to the right, while others say to keep to the left. It's to do with the layout of the individual stations, and is meant to keep people moving as efficiently as possible with the least obstruction to others.
I do the same. If every one did this the there wound be a lot less hold up on the way to where you want to go. When I was in New York natives followed this by walking in the side that you drive. Very efficient.