How are the phases of matter affected by temperature and pressure?

The figure above is a phase diagram for a pure substance, as a function of temperature and pressure.  Besides the main phases of solid, liquid and gas, two other areas exist - vapor and supercritical fluid.  If plasma was shown, it would be on the extreme right beyond the temperatures for gases. 

A vapor is a gas existing below the substance's critical temperature (temperature at the critical point, c.p.).  Below the critical temperature, a vapor can be transformed to a liquid or solid if a large enough pressure is applied to it.  If the pressure and temperature both exceed those of the critical point, the distinction between gas and liquid vanishes and the substance behaves like a supercritical fluid.  The vapor and supercritical fluid behavior are intermediate between those of liquids and gases. 

For some substances, there is also a "gray area" in physical properties between those of a solid and a liquid.  Substances in the liquid crystalline state illustrates this.