There are two conditions for hydrogen bonding to occur :
1. The hydrogen in the molecule is bonded to a highly electronegative atom (usually, N, O, or F)
2. An electronegative atom (also usually N, O, or F) should possess small size that can be used to form a hydrogen bond.
The stability of hydrides decreases down the group due to decrease in bond dissociation energy down the group.
NH3 > PH3 > ASH3 > SbH3 > BiH3
The electronegativity of N (N- 3.0) is much higher that of H( H-2.1). Due to this, N-H bond is quite polar and hence NH3 undergoes intermolecular H-bonding whereas no hydrogen bonding occurs in PH3.
Hydrogen sulphide has sulphur; while it is one period below oxygen, it is not as electronegative as oxygen . This does not allow condition (1) to occur, although sulphur does have lone pairs which could possible be used to form a hydrogen bond. On the other hand, both P and H have an electronegativity of 2.1. Therefore, P-H bond is non polar and hence PH3 does not form H-bonds.