This is usually asked in the context of something like "why are ethane, propane and butane gases, while ethanol, propanol and butanol are liquids". (We're talking about room temperature here. Heat them up and all these alcohols will vaporize to gases.)
The answer is that in comparing each alkane to its corresponding alcohol, you've replaced H with OH. OH introduces polarity into each molecule. The O has a slight overall negative charge on it while the H it's attached to has a slight positive charge. This means the O on one molecule of ethanol can now attract an H on an entirely different molecule. This attractive effect extends throughout all the molecules, pulling them together into the liquid phase. Alcohols are liquids, not gases because of inter-molecular polar bonding.
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