HF (Hydrogen Fluoride) has a boiling point of 67.1ºF and HCl (Hydrogen Chloride) has a boiling point of -121.1ºF. A normal room temperature is between 68ºF. to 74.3ºF and hence in simple terms their physical state at that temperature.
Another answer is that HF has stronger intermolecular forces of attraction than HCl does. Since the molecules are more strongly attracted, they have to have a greater average kinetic energy in order for them to escape as a gas.
The not-so-simple answer has three parts:
(A) Fluorine is a more electronegative element than chlorine, so the single covalent bond in HF is more polar than the corresponding bond in HCl. Since the dipole moment of HF is therefore greater, dipole-dipole interactions between HF molecules are greater than they are in HCl.
(B) Because of fluorine's high electronegativity, the hydrogen atom is almost completely stripped of electrons. It has a fairly large partial positive charge and is ripe for hydrogen bonding with the fluorine atoms in adjacent HF molecules. The hydrogen bonding (in addition to simple dipole-dipole interactions) increases the strength of attraction between HF molecules.
(C) HF is a smaller molecule than HCl, and so HF molecules can get closer to each other. Even if hydrogen bonding were not present, and even if their dipole moments were the same, the electromagnetic force equation shows that the closer together two charged (or semi-charged) objects can get, the stronger the force of attraction will be between them.