Check for a) a weak spark, b) a weak charging system, or c) a failure of an element of the fuel system.
Vacuum advance, incorrect ignition timing.
A car stalls when the engine receives a sudden massive increase in load (think when you were learning to drive - releasing the clutch too quickly would cause the car to stall by transferring too much friction too quickly from the gearbox to the engine)
If the car only stalls when you are setting out from stationary then better engine/clutch control control is needed, or there is a problem with fuel or clutch. If it is an old car, try putting more choke on when pulling away.
If the car stalls all the time, the general reason is that there is probably either a fuel or an ignition problem causing the engine to cut out. Of course, there could be any number of things wrong with your car if it stalls during normal driving (i.e., not when starting from stationary).
It may need a tune-up.
In general, a failure to run and idle properly.