A material can pass directly from the solid phase into the gas phase without becoming liquid, in a process called sublimation. The process of sublimation is also used quite often in stage performances, in order to create fog. Under the right conditions, water sublimates, and below 0° C (32° F) it exists as a solid at an atmospheric pressure. Even though it cannot melt at colder temperatures, some ice passes directly to the atmosphere as a gas. This process can be easily observed on a very cold day, when the frost disappears from the outside of a window.
Dry ice consists of solid carbon dioxide, which at atmospheric pressure is solid at -109° F (-78.5° C). If you need to ship frozen water-based foods, a block of dry ice will do the trick, because instead of melting, it goes directly from solid to gas. If you place dry ice in warm water, it sublimates rapidly and the gas flows away, creating little droplets of water, making a fog. This process is frequently used in stage performances because as the gas is cold and carbon dioxide is heavier than air, the fog flows across the stage instead of rising above it.
In a process similar to sandblasting, dry ice is also used to clean surfaces, by spraying solid pellets in order to strip contaminants and paint. The pellets sublimate into a gas and don't leave behind piles of sand to be cleaned up.
Still, the state of a substance, be it gas, liquid, or solid, depends on temperature and pressure. Carbon dioxide does not melt like most substances in normal atmospheric pressure, but it can form liquid under higher pressure. If you increase the pressure to about five times normal atmospheric pressure, carbon dioxide becomes a liquid at room temperature. Carbon dioxide is also used for fire extinguishers, holding liquid carbon dioxide under pressure, for "snow" sprays or for clothing, in some dry- cleaning processes.
Bottom line, dry ice can form liquid, it does melt like regular ice, but not in normal conditions, at normal atmospheric pressure. It does not melt because unless the atmospheric pressure is five times higher, carbon dioxide sublimates, going directly from solid to gas. Due to this quality, when a package is shipped with a block of dry ice, it will arrive safe and unaltered; the block of dry ice will only be smaller, but not melted.
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