Why are noble gases 'gases'?
Liquids and solids form because intermolecular forces hold together different molecules/atoms/ions/biscuits in a strong enough fashion to prevent them from drifting away from each other. In a very basic sense you could say that gases are non-ordered, liquids have near-range ordering but not far-range, and solids are well ordered into crystal lattices.

Noble gases have very little intermolecular forces acting between them since they are monoatomic and unpolarised. Thus, only London dispersion forces act and these directly depend on the number of electrons in a compound. If you compare each noble gas with the element to its left in the periodic table (i.e. to the neighbouring halogen; hydrogen for helium) and take $n$ to be the number of electrons the noble gas has, then the next-door neighbour will always form a diatomic molecule with $2(n-1)$ electrons. In every case except for hydrogen, this is substantially more than in the noble gas, thus there is a substantial increase in melting/boiling point when going from the noble gas to the corresponding halogen.

Note that radon’s boiling point is already at $-61~\mathrm{^\circ C}$, higher than that of the highly polar molecule $\ce{HCl}$ ($- 85~\mathrm{^\circ C}$). And note that ununoctium has been predicted to have a boiling point of $(+80 \pm 30)~\mathrm{^\circ C}$ and would thus better be termed a noble liquid. Unfortunately, ununoctium has a half-life of about $0.89~\mathrm{ms}$ so actually observing the noble liquid could prove tricky.

(All values taken from the respective gases’ Wikipedia articles.)