Declare @Table nvarchar(50), @script nvarchar(100)

    DECLARE cur CURSOR FORWARD_ONLY READ_ONLY LOCAL FOR
        SELECT TABLE_SCHEMA + '.' + TABLE_NAME as 'Table' FROM INFORMATION_SCHEMA.TABLES where TABLE_NAME not in ('sysdiagrams') -- You can exclude any table from this process by adding it on the where statement

    OPEN cur
    FETCH NEXT FROM cur INTO @Table
    WHILE @@FETCH_STATUS = 0 BEGIN
        -- The sql command to alter a Table and add Identity to it, you can change ID by any column in your tables
        set @script = 'Alter Table '+ @Table +' ADD ID INT IDENTITY'


        EXEC sp_executesql @script

        FETCH NEXT FROM cur INTO @Table
    END

    CLOSE cur
    DEALLOCATE cur