Loose steering wheel

The steering wheel is loose on my 2003 Focus, and by loose I mean it wobbles back and forth. Is there a screw to tighten it?

No, there is not. And I’d strongly urge you not to try messing with the steering column. In its center is an airbag that if not properly disabled before maintenance can explode with dangerous force and would be very expensive to replace.

Do you mean that it’s wobbling while driving? If so, you probably have an out-of-balance wheel, a damaged or defective tire, a bent rim, or even a worn out suspension component. You need to get this looked at immediately. It could be dangerous.

IF you mean the steering wheel is sloppy when stopped and engine turned off, the locking nut and pin may be coming apart.
(If that is what is still used to hold the steering wheel on)

Get towed to shop and dismantle airbag before removing to access the nut.

If the steering is loose from the engine firewall side then I would suspect a worn gear in the box.

It’s also possible the the wobble is caused by a vibration - which might be the result os irregular wear. To check, rotate the tires and see if it changes.

Thanks for the responses!