How can I see all my TODO comments in all the open files in PhpStorm?
I cannot find this option in the Scope Based tab, nor I can define this view by myself.
You cannot -- there is no such scope.
Unless, of course, if you create some custom scope and manually add all opened files there (which is not the way to go ... as you would need to manually update such scope when you open new/close old files).
Feel free to submit Feature Request to the Issue Tracker: http://youtrack.jetbrains.com/issues/WI