Water has a high heat of vaporization because it takes an unusual amount of heat to vaporize a given amount of water, because hydrogen bonds must be broken in order for the molecules to fly off as gas.
Water’s heat of vaporization is around 540 cal/g at 100 °C, water’s boiling point. Note that some molecules of water – ones that happen to have high kinetic energy – will escape from the surface of the water even at lower temperatures.