Hydrogen fluoride is a liquid unlike other hydrogen halides because

Hydrogen bonding is the electrostatic attraction that takes place between H atoms (covalently bonded with electronegative atom) and another electronegative atom. For instance, in H₂O, hydrogen bonding occurs between the H atom of a water molecule and the O atom of another water molecule.

In HF, there is hydrogen bonding between F atoms (one HF molecule) and H atoms (another HF molecule). HF exits as liquid state due to the presence of strong hydrogen bonding.