Three of the four are correct. "Liquid" can be a noun or an adjective, but "gas" can't be an adjective. You would have to say, "Steam is gaseous."
Since "solid" is countable when it's a noun, you have to use an article or some other determiner before it when it's singular. "Liquid" can be a countable or uncountable noun, so it depends. Of course when they're used as adjectives, whether you need an article (or some other determiner) depends on the noun that they're modifying.