A solid can turn directly into a gas through a process called sublimation. In this instance, the solid vaporizes without going through the intermediary liquid stage. For example, in the water cycle, this would involve snow or ice turning directly into water vapor without going through the melting process. The opposite process, in which vapor changes into ice, is known as deposition.
It is often difficult to observe sublimation. If you want to conduct an experiment, hang a wet towel outside on a day when the temperature is below freezing. After a period of time, the ice in the shirt disappears. Another way to view sublimation is to take a look at "dry ice." This material is really carbon dioxide which has been frozen, a process that takes place at a temperature of minus 109.3 F. When you expose "dry ice" to the air, it gives off a fog, which is really a blend of humid, cold air that appears when exposed to the warmer air. When the winds are dry and the humidity is low, sublimation happens more easily, particularly at higher altitudes, because the air pressure is at a lower level than it is closer to sea level.