There is loose wall mount tub filler. How can I tight it?

Most tub spout are pretty covers for the generic ugly pipes that deliver the water from the wall water plumbing into the tub area. Speaking for this water pipe it's either going to be copper or galvanized iron pipe. The pipe that you see sticking out of the wall is rather short. It ends just inside the wall usually at a 90 degree elbow which in turn is connected to a pipe and other things inside the wall cavity. If this short pipe stub is loose so you can move it in and out of the wall hole some, the reason is that the plumbing pipes inside the wall are not tied down to the wall studs properly.
If the backside of the wall can be opened by cutting out a section of sheetrock in the same location as where the spout pipe is located, you can expose the inside wall plumbing and tie in the wall pipes securely to the wall framing. Afterwards, you need to seal up the sheetrock hole you created.
In some cases this is not possible. When that is the case, your fix is spotty at best. You can use a caulking that becomes rock hard when cured around the pipe nipple as it comes through the wall hole. Hopefully the hard caulking will provide enough tightness tying the pipe to the wall material to help stop the movement. Install the caulking so it is underneath the pretty tub spout when you reinstall it over the generic pipe. Make sure you do not have this caulking involved with the pretty spout so if you need to remove it again, it won't be locked in by the hardening caulk.
Nimsgame