What is the process by which a solid turns directly into a gas?

Sublimation is the jump straight from solid to gas with no liquid stage in between. Whether a substance melts first or sublimes depends on pressure as much as temperature. A liquid can only exist within a certain range of pressures, and if the surrounding pressure is below a substance's triple point, heating the solid takes it directly into vapour. Solid carbon dioxide, sold as dry ice, has a triple point well above normal atmospheric pressure, so at room temperature it simply turns to gas, which is why it produces fog rather than a puddle. Ice can sublime too, slowly, which is how snow disappears on a cold dry day without ever melting and why food left uncovered in a freezer develops freezer burn. Iodine and mothballs behave the same way. The reverse process, gas turning straight back into solid, is called deposition, and it is how frost forms on a window.

Comets glow because ices in the nucleus sublime as they near the Sun, releasing dust and gas into a tail.