An element's state changes depending on its temperature and the pressure exerted on it. Heating or cooling an element can cause it to change states. Adding or removing pressure can do so as well.
Freezing water below a certain temperature causes it to form ice, and heating it to its boiling point causes it to change to form steam. All elements and molecules can exist in all states. Mercury is well known because it exists as a liquid at typical temperatures and pressures on Earth. However, if it cools enough, it turns into a solid form.
Radon is even more extreme than mercury. At typical Earth temperatures and pressures, it exists as a gas. Since it is a radioactive element, it can cause health problems if it is inhaled. Other elements form radon as they decay, and radon mitigation is important in vulnerable areas.
While temperature alternations cause a substance to change its state, pressure affects substances even faster. If ice or water is released into a vacuum, it becomes steam almost instantly. Similarly, high pressure can also cause changes. The core of Jupiter, for example, contains what is called metallic liquid hydrogen because its pressure is high enough to cause the substance to liquefy.