Depends on the type of hinge. The type I'm most familiar with have an off-centre hinge-pin, which is turned with an allen key in the end of the pin. There is a small grub-screw (in the centre of the hinge) which then locks that pin in place to prevent it rotating.
As I say lots of types, lots of adjustment methods. Also, it'll depend how far out the door is, if it's a gap you can see through, it might be necessary to remove the door and pack the hinges.