* Pure substances: Most substances that are solid at room temperature will melt into a liquid if heated enough. Water is a common example: ice (solid) melts into water (liquid).
* Mixtures: Some mixtures can behave differently. For example, sand and water mixed together will be a solid (wet sand) at room temperature. However, the individual components (sand and water) are still solid and liquid respectively.
The key is that a substance can only exist as a solid or a liquid at a given temperature and pressure.
So, to answer your question directly: there is no substance that is a solid at cool temperatures and only a liquid at higher temperatures.
Let me know if you have other questions!