Some substances directly change from the solid-state to the gaseous state and vice-versa without going through the liquid state. These substances are called sublimable substances and their conversion is known as sublimation.
Camphor is a solid substance that on heating directly converts from a solid-state into a gas without coming through the liquid phase.
Dry ice ( solid carbon dioxide) is kept under higher pressure, when released into the atmosphere it directly converts from a solid-state into a gaseous state without coming through the liquid phase.