Fire, or perhaps I should say "flame," is a very hot gas. It is composed primarily of oxygen, nitrogen, carbon dioxide, and water vapor. In a solid, the molecules are chemically bound to one another. In a liquid, the molecules are not bound, but are so tightly packed that they interact strongly with their neighbors. Gas molecules are widely spaced and interact only fleetingly with other molecules, like colliding billiard balls.
Oxygen and nitrogen don't become liquids until you cool them to temperatures below what can be found naturally on the Earth. If you pressurize carbon dioxide, you can make it solid (dry ice), but it cannot exist as a liquid at ambient temperature and pressure, which is why it "sublimates" into that spooky vapor rather than melting (thus "dry"). We are all familiar with the phases of water. Spray a small amount of water into a good fire, and I guarantee it will not stay a liquid.
When an organic materical (wood, wax, alcohol, etc.) burns, the bonds holding the carbon and hydrogen in the material are broken. The released atoms combine with oxygen to form carbon dioxide (CO2) and water (H2O). The process is called oxidation, and gives off heat. The gas can reach a temperature over 1000 F (540 C). The hot gas rises, and more nitrogen and oxygen are drawn in at the base of the flame. The influx of oxygen allows the oxidation to continue.
Some of the energy in this heat is absorbed by the electrons in the gas. The electrons then radiate this energy as light, which is what we see. Extremely hot gas will radiate blue light, such as you see at the base of a candle. As the gas cools, the color changes to yellow, then orange, then red. When it cools enough that the electrons are back in their lowest energy state, the radiation falls into the infrared, which we can't see but feel as radiant heat. This radiation comes from the vibration of the molecules rather than from the electrons.
You can also change the color of the flame by injecting different materials into it. Each element (type of atom) has its own set of wavelengths (colors) at which it radiates. This is usually seen in the "cooler" part of the flame, where you might see green or red instead of orange, because it is at these cooler temperatures where the differences between elements are most significant.
The radiation from the hot gas also contributes to maintaining the fuel temperature required for oxidation to continue. If this radiative feedback disappears (in other words the flame dies), then the chemical reaction can't continue freely.
A long answer to your question, I know, but fire holds a funny place in people's minds. At one point in history, it was considered one of the elemental components of matter, along with earth, air, and water. It is still not uncommon for people to think it is some exotic state of matter. In fact, it is just a very hot gas, hot enough to give off light.
Source :
http://www.madsci.org/posts/archives/mar97/859297797.Ph.r.html