Most substances can, and metal vapours are absolutely a thing that exists. However, some substances chemically change into other substances before they’re able to melt or vapourise.
A typical example is wood, which is a complex network of plant cell structures mostly composed of starches. If heated in an oxygen-free environment, it will [pyrolise](https://en.wikipedia.org/wiki/Pyrolysis), splitting into a mixture of multiple substances like water, trace minerals and elemental carbon. Those substances can all be made into gases with more heating, but they’re no longer wood.
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