Well, first off all water is H₂O and it is a compound, not an element. There are 92 naturally occurring elements, and compounds are made by combining elements.

H₂O does indeed occur abundantly in all three states today, near and at the earth surface, so it is special in that sense.

But in more general terms virtually all materials, elements and compounds can occur in any of the basic three states!

For example, consider table salt NaCL. At room conditions the stable entity is halite NaCl; it is a cubic crystal. Take a magnifying glass and get a few grains of salt from the table salt shaker and you will see beautiful tiny cubes!

Now at room pressure, if you heat the halite up to about 800 deg Celsius, it will melt, then you will have liquid NaCl, and if you then heat the liquid up to about 1465 deg Celsius it will boil. That is, it will go to the gas or vapor state.

This means that just like H₂O, NaCl can exist as a solid, liquid or gas, it depends on the temperature.

There is a special point called the triple point where all three states of matter coexist. For water this JUST HAPPENS to be near the conditions at the earth surface, roughly 1 bar (pressure), and 25 deg Celsius (temperature). This is why we see all three states of water on earth. Water vapor condenses to form liquid water droplets in clouds or freezes to form snow (ice crystals).