Over the past year I tried all the remedies and specially designed items to remove just about everything (from food to Sharpie) from my walls.
At some point I just gave up and decided to wait till my kid just outgrows this phase and then simply paint it over. But I overestimated my patience on that one. A couple weeks in it started to drive me nuts and I grabbed what I had in hand: a trusted purple Scotch brite extreme Scrub sponge and a Seventh generation all purpose clear concentrate. And it worked wonders!
I am not going to say it was all gone by magic. It did take some scrubbing and with some stains (as in waterproof makeup for example) you could see some traces.
But hands down it is the best I got my walls to look without having to repaint them.
Best of luck with your little artists!