The inter molecular bonds between water molecules is very strong because of the attraction of a Hydrogen atom to Oxygen atoms that the Hydrogen atom is not chemically bonded to.
Water (Hydrogen Oxide)
This difference in electronegativity leaves the Hydrogen atom with a partial positive charge and the Oxygen with a partial negative charge. Thought the Hydrogen is chemically bonded to one Oxygen because of the sharing of electron density it is also attracted to other Oxygen atoms because of the attraction of the positive and negative charges.
The electro static attractions creates a temporary inter molecular "bond" between the Hydrogen on one molecule to the Oxygen on a different molecule. These temporary bonds provide the cohesion that holds water molecules to other water molecules.