Substances can exist as a solid, liquid or gas. Converting from one state to another usually involves heating or cooling.
Under certain conditions, some solids turn straight into a gas when heated. This process is called sublimation. A good example is solid carbon dioxide, also called ‘dry ice’. At atmospheric pressure, it turns straight into gaseous carbon dioxide.
Liquid carbon dioxide can only exist under high pressure, such as in fire extinguishers. Iodine also sublimes - it turns directly from shiny purple-black crystals to a purple vapour when warmed up.
A gas will also liquefy (turn into a liquid) if its pressure is increased enough. This is because the particles are moved close enough for bonds to form between the particles.
Gas cylinders used for camping stoves and barbecues contain liquefied petroleum gas (LPG) under high pressure. As soon as the pressure is released, the liquid turns back to a gas.