An example of water in all three states occurs when holding an ice cube in your hand. The ice is solid, the water between your fingers is liquid and the water vapor leaving your hand is the gas.
Water in three states occurs in other places in nature such as mountainous regions where there exist frozen ice caps and volcanic activity together.
Our previous idea of ice skating resulting in melting ice into water have been usurped by revival of an older premise described here:
Plasma is the fourth state and is the result of high energy separation of electrons from atoms to produce ions resulting in an electric field. We can see partially ionized plasma in lightening storms.