Flourine( F2) and Chlorine(Cl2) are gases Bromine(Br2) is liquid and Iodine(I2)is solid even, all belong to halogen group

All F2, Cl2, Br2 and I2 belong to same halogen group, are non polar homo- diatomic molecules. Such molecules don't have permanent poles to generate dipole-dipole interaction. Existence of non polar molecules in liquid and solid state shows that they also have ability to create intermolecular forces and these intermolecular forces are London dispersion forces.

Recall here Physical states ( solid, liquid and gas) are directly related to strength of intermolecular forces. Stronger the intermolecular forces , substance will be liquid or solid. Order of intermolecular forces in different physical states is

Solids> liquid>gas

 London forces are weaker than dipole-dipole forces.To generate London forces, non polar molecules have to be polarized, the size of atoms decide the strength of London forces. Larger the molecules more will be the polarizibility - it is quantitative measurement of the extent to which the electronic cloud of non polar molecules can be polarized or distorted- will have relatively strong london dispersion forces.Here in case of halogens, those are changing their  physical states from gas to liquid to solid ,we can concentrate on the increase in  strength of london forces. The strength of london forces depends on the size of molecules. As the atomic size increases down the group hence London force also increases and Physical states of halogens changing from gas to solid from F2 to I2. 

NOTE

Polar molecules are those molecules which have permanent poles while polarized molecules mean those molecules temporarily creat poles .