Select menu "Run" → "Edit Configurations...". Click green plus in left top corner and select JUnit.
Select "Test kind" to "Pattern" and enter this regexp exactly as you see it: ^(?!.*IT$).*$ (it starts with caret ^ and ends with dollar $). This regexp says: all tests that do not finish with IT in their name.
Note: The regexp will match against the qualified file names, making it easy to exclude by module/packages as well. If your integration tests are grouped in a package com.me.integrationtests, the regex to match everything not in this package would be ^(?!.*com\.me\.integrationtests.*).*$.
Select "Search for tests" to "In whole project". Working directory should be set to top module working directory (it should be set by default).
Enter a Name for your test like "All Unit tests". I also prefer to mark "Share" option so this configuration won't disappear later. Click Apply and OK.
You can experiment with this regexp to fit your needs.
Original answer:
It is doable, although it's not comfortable.
Select first module, right-click on test/java directory and "Run All Tests". It creates test configuration.
Select "Edit configurations" and check "Share" on newly created configuration so it will be saved.
Select second module, "Run All Tests" on it, and check "Share" on this configuration as well.
In "Before launch" section, click "+" and select "Run Another Configuration" and then select first module's configuration.
This way you run configurations in a sequence and every configuration gets a new tab. Still, better than nothing.
Another not so obvious case is when code coverage is needed on more than one project. The naive solution would be to select multiple projects and run all unit tests in them at once. As it turns out, unit tests may fail if the classpath changes and IntelliJ has exactly one classpath entry per run configuration. In this case, running unit tests on projects sequentially is actually sufficient. That's because at the end of each run IntelliJ (2017.2.5 Community Edition) asks if the collected coverage should replace or should be added to previously collected coverage stats.
Select all modules, right-click them and choose to run all tests. This will create a configuration called "Whole Project" which you can run again at any time.
I found this better than the accepted answer because this runs the unit tests separately for each module. If your test cases use module-specific resources during its run-time then the accepted answer's best way won't work.
If you use Gradle and have multiple modules, you can do it that way:
make sure IntelliJ is set to use Gradle to run the tests (Settings/Build, Execution, Deployment/Build Tools/Gradle -> Run tests using: Gradle)
right click over a module in the Project navigator and select Run test in [module name]
once done, left click on the configuration that was created in the top toolbar and select Edit Configurations...
in the Run field, simply add more modules just after the first one, for example, if you want to run tests in modules foo, bar and baz: :foo:test :bar:test :baz:test --tests *
rename the configuration, for example Test Foo + Bar + Baz
Now you can just run the configuration to perform the tests you need.