The three states are gas, liquid and solid. Changes in state are called phase changes. They are:
In meteorology, we are normally concerned with evaporation, condensation, melting and freezing. However, dry ice can be a fun way to see the phase change called sublimation.
Dry ice is frozen Carbon Dioxide. It is called dry ice because it does not melt into a liquid, rather it transforms straight to the gas state. Dry ice has a temperature of nearly 110° BELOW ZERO. It can burn you, so use caution when dealing with it.