There are a few questions you need to ask:
1. How big is the hole?
2. How deep in the hole?
3. Is the hole really a cavity (i.e nothing behind it)?
4. Is the hole really a crack along the top of skirting/side of architrave/down the length of the staircase string?
Most holes of most sizes in most walls can be fixed with filler (polyfiller). Polycell is a brand that springs to mind, but we never use it because it’s expensive, rubbish and sets harder than concrete. Seriously, someone should email those guys.
The best stuff is Gyproc Easy Fill. 5kg is the smallest quantity you can buy and that should be PLENTY. Depending on what you want, it sets in either 25, 40 or 60 mins. Don't go for the 25 minute one - it actually starts to set in about 5 minutes but doesn't really dry for about an hour. So you can't use it OR sand it down in the right time-frame. Tut.
Johnstones and Wickes sell the stuff in 10kg bags which is handy if you happen to be a decorator or renovating a whole house. Depending on how lucky we get with the state of walls, this bag can last for months. For most people, a box like this will do the trick. It comes as a powder which means you can save and store it forever probably (in dry conditions). It’s very simple to use. All you need is
1. A tub
3. Water
4. Bonus tool, which we would be lost without. I call it “the thingy” but apparently it’s called a flexible caulker. Hmm.
Tip: only mix as much filler as you think you need. Don’t mix a whole bag unless you have some serious filling to do.
So.
The technique for filling is thus: (it is best to use 2 tools together: the filling knife and the flexible caulker). Mix the filler in a tub: ratio 4 parts powder to one part water until the mixture is a similar consistency to play-dough or pastry dough. You know, just doughy. Scoop some out and put it on the caulker. Take your filling knife and pick up the filler as close to the tip of the knife as you can. The further down the blade/surface it is, the harder it will be to apply. Does that make sense?
Then fill the hole (if it is quite large) starting from the middle and work to the edge. This will fill only one half of the hole. Repeat the action in the opposite direction to fill the other side of the hole. Done.
Tiny holes, use the filling knife to apply the filler.
Larger areas, use “the thingy”.
Deep holes (more than an inch or two) the best thing will be to pack the hole out with something. You can use tissue, paper or card for small but deep areas. You might be best off buying some plasterboard for deep and massive holes, although I’m thinking if it’s that big you’ve probably called a plasterer by now anyway. I’ve just found this for small deepish holes. Never used it before. Could be worth a go. We normally fill deep/big holes twice using normal filler.
A cavity is a different problem. Obviously, if you were to try and fill a cavity, the filler would drop down into oblivion (or somewhere similar). You could try expanding foam filler which is good fun but also can get messy if you aren't careful. Alternatively, if you can glue something to the back of the cavity (plasterboard/wood/plastic) then it becomes a hole that you can fill.
Cracks along skirting. There are about a million types of filler which come in tubes; usually labelled as decorators caulk. You have to get a cartridge gun to be able to use it (and you’ll need a sharp knife to cut the tip of the tube.) easily the best way of filling holes and cracks along/above skirting and such places. Takes a bit of practice, but is also quite fun. You ought to run your finger over the filler quickly after you have squeezed it out to get a nice finish.
The most important thing of all, after the filler is dry (at least 30 mins) rub it down with sandpaper. Note: dry caulk does not like to be sanded.
That's how you fill a hole.