We all know water has three states, gaseous (water vapor, commonly seen as steam), liquid (water) and solid (ice). And we all know that if ice is left in a warm place, it first goes from the solid to the liquid (it melts), then from the liquid to the gaseous (it evaporates). Always. Well, always except when it does not....
Take snow for example: most snow 'disappears' without leaving any, or not nearly enough liquid water behind. In fact, a lot of snow simply 'disappears' without ever having been water at all. The process is called sublimation and it is when a solid turns into a gas without ever having been a liquid. This is how most snow is lost: the top simply sublimates into the atmosphere in the form of water vapor without ever having been water. What is most interesting about this is that the process happens even when the environment is below freezing in temperature and everything is frozen..... when the outside temp. is in the 10 to 20F range, snow will disappear each and every day until it is gone without ever being water or getting anything wet.
Some compounds do not have a liquid state; carbon dioxide for example. It can be gas or it can be solid but it cannot be liquid. Which makes it a wonderful stuff to keep things cold without ever getting them 'wet' with any liquid. In fact, we commonly call it 'dry ice' exactly because it has no liquid state and will not get anything wet.
Brian