Intermolecular forces are those that act between molecules. There are several different types of intermolecular force, but all act at a fairly short range. When you look at the different phases of matter, you have to remember that the increased kinetic energy that distinguishes the gas phase from liquids and solids not only causes the molecules to move around faster, it also increases the average distance between molecules considerably.
In all phases of matter, the intermolecular forces are working in opposition to the kinetic energy of the molecules. The intermolecular forces try to draw the molecules together in an orderly way, while the kinetic energy tends to move them randomly apart. The increased intermolecular distance of the gas phase, along with the increased kinetic energy, overwhelms the weaker intermolecular forces.