physical form in which a substance can exist?

Answer 1

Substances exist if they have a volume. Anything that has no volume is only imaginary.
Masses exist in a form of volume structure with a mixure of space substance.
Hence,some masses are so small that they cannot be visible. That doesnot means they dont exist or that they are considered massless because of being so small. This has been a misconception in the case of Photons. The atomic mass structure shown in the Periodic talble of elements is basically made up of complex atomic structures.. Never the less the atoms are all composed of the same substance,and all these substance have volume.
So atoms exist as they do because they are entity with volume. If it it was not so, they would not exist in our physical world.

Now if they are substances outside of the Universe which are different,we have no scientific way presently to observe them.

So when Physics theories talk about masseless substance such as Photon and neutrinos etc. they are only conjecturing. And I only believe what appears to be real with actual positive proof.

The states in which atomic structures appears depend on their response to gravity pressure.and the temperature inside the atoms.
At different temperature mass structure can appear as solid ,liquids ,gas or a gaseous ionized state called plasma.And most important of all the state of space substance which is the fifth state of matter.
These five states of Nature had been pondered upon by the Ancient Greeks such as Aristotle and others.

Answer 2

Solid, liquid and gas are the usual three. Plasma is another form, however the substance is ionized in this form, so it may not count.

Answer 3

gas, liquid, solid,
plasma,
and some specific forms which scientists suppose to exist - just as neutron mass in cores of massive highly densed stars, or some "hidden" mass in Universe (possibly in neutrino particles) etc.

Answer 4

also colloidial.