The only substance that exists naturally in all three states (solid, liquid, and gas) in the Earth's atmosphere is water.

Here's why:

* Solid: We see water as ice in the form of snow and hail.

* Liquid: We experience water in its liquid form as rain.

* Gas: Water vapor, the gaseous form of water, is a significant component of the atmosphere.

While other substances like carbon dioxide exist in the atmosphere in gaseous form, they don't naturally exist as liquids or solids in significant amounts in our atmosphere.