In physics and chemistry, a state of matter is one of the distinct forms that different phases (uniform) of matter take on. Four states of matter are observable in everyday life:
- solids,
- liquids,
- gases, and
- plasmas.
Many other states are known too
These includes things such as Bose–Einstein condensates (BECs) and neutron or electron-degenerate matter but these only occur in extreme situations such as ultra cold or ultra dense matter.
Other states, such as very high energy quark–gluon plasmas, are believed to be possible but remain theoretical for now. For a complete list of all exotic states of matter, see the list of states of matter[wiki].
Historically, the distinction is made based on qualitative differences in properties.
Solid state
Matter in the solid state maintains a fixed volume and shape, with component particles (atoms, molecules or ions) close together and fixed into place.

Liquid state
Matter in the liquid state maintains a fixed volume, but has a variable shape that adapts to fit its container. Its particles are still close together but move freely.
Gaseous state
Matter in the gaseous state has both variable volume and shape, adapting both to fit its container. Its particles are neither close together nor fixed in place.

Plasma state
Matter in the plasma state has variable volume and shape, but as well as neutral atoms, it contains a significant number of ions and electrons, both of which can move around freely. Plasma is the most common form of visible matter in the universe. For example the surface of the Sun or any star is a plasma.

source: http://en.wikipedia.org/w/index.php?title=State_of_matter&oldid=600742449

A commercial plasma ball contains a plasma when turned on. When it is turned off it simply contains a low pressure gas mixture. When turned on the electricity excites the molecules of nitrogen and oxygen making them more responsive to magnetic fields. image: R.Conan-Davies
Commentary note: so what is the difference between plasma and a gas in terms of being in a container? well a plasma typically is affected by magnetic fields and charges due to it having plenty of charged particles. So a container with plasma in it, is almost always in an excited state so tends to respond to magentic fields and/or charges. For example placing a hand onto of a plasma ball causes the plasma stream to be attracted towards the hand. Plasmas also are conductive much like a metal conducts electricity but with less resistance.
Commentary
Note that there is a difference between phase of matter and states of matter. Phase of matter is a region of space (a thermodynamic system), throughout which all physical properties of a material are essentially uniform.