Is there any substance which can be found in three states like water?

Answer 1

That depends on what you mean by "found". If by "found" you mean something that can be solid, liquid, or gas under conditions that we commonly encounter, then the list is smaller but nearly all substances can exist in any of those 3 states at the right temperature and pressure; in fact most substances have a triple point (where all 3 states can be observed simultaneously) but not necessarily at conditions you are likely to observe.

Water has a triple point close enough to common conditions that it is common to find it as sold (ice), liquid (plain old water) and gas (steam).

Carbon dioxide can be found as a solid (dry ice), liquid (in the tanks used to carbonate sodas at restaurants) and gas (in the atmosphere and in your exhaled breath).

Mercury freezes at -40 °C (-40 °F too), but is usually seen as a liquid at room conditions; it is commonly found as a vapor in fluorescent lamps.

Perhaps the best example is Formic Acid which freezes at 8.4 °C (47.1 °F) and boils at 100.8 °C (213.4 °F) - although the rather pungent smell it gives off at room temperature demonstrates that plenty of it will evaporate as a gas even at room temperature.