Based on symmetry alone, we know that H_2S is the only one of these molecules that has a dipole moment.
In the case of Cl_2, the 2 atoms are identical, so no polarization of the bond is possible, and the dipole moment is zero.
In every other case except H_2S, the polarization of charge associated with each bond is exactly cancelled by the other bonds, resulting in no net dipole moment.
For CO_2, each C-O bond is polarized (with oxygen taking on a partial negative charge, and carbon a positive charge). However, CO_2 is a linear molecule, so the two C-O bonds are polarized in equal and opposite directions, and exactly cancel each other out. Therefore, CO_2 has no dipole moment.
For H_2S the bonds are both polarized, but H_2S is a bent molecule, not linear, so the polarizations do not cancel, and H_2S has a net dipole moment.
For BCl_3, the geometry is an equilateral triangle of Cl atoms, with the boron atom in the center of the triangle. The polarization of the 3 B-Cl bonds exactly cancels out, so BCl_3 has no dipole moment.
Similarly, the 4 C-Cl bonds in CCl4 are oriented to point at the vertices of a regular tetrahedron, and they cancel each other out exactly, so CCl4 has no dipole moment.
