The kind of stuff that fills most of the universe has its atoms very far apart, and is called a plasma. This plasma does not exist on earth except in areas of very high energy, like in fluoresent light bulbs. Plasma is more common in stars, because making plasma requires high temperatures. The key to the physical state of matter is determined by temperature. As matter is heated, the atoms increase their vibration, and move apart.
Some solids go directly from solid to gas in a process called sublimation.
Many techniques have been developed to separate kinds of matter from each other. Several of these techniques depend on the physical and chemical properties of the matter involved.