Can a substance exist in three states at the same time? Yes. It is called the triple point of a substance. It’s only at a specific pressure and temperature and usually, not ambient conditions.
There’s a nice gif of water boiling at 0 C on the wikipedia article about the triple point: https://en.wikipedia.org/wiki/Triple_point
As for plasma as well as the other three, that’s one I don’t know. Educated guess would be: unlikely for a pure susbtance.
These answers are correct that there can be conditions where all three can exist at the same time. You are asking if a single drop of water can be all three at once. If what you mean is “a molecule of water”, then I believe the answer is no. Even at the triple point, every molecule of a substance exists in only one state (with other molecules in the same state). Three molecules experiencing the same conditions at the triple point may be in three different states, but each of them is only in one state at a time.
A single drop of water that you can see and touch isn’t all 3 states at once.
The best example you can regularly observe would be steam rising from a cooking pot, or a cloud in the sky. These are 2 states at once. Water vapor, which is invisible, and liquid water droplets that form a visible cloud. The conditions are right for water to be in either form so only *some* of the molecules are either liquid or vapor, and a tiny change in temperature or pressure could cause more or less of the water to become visible.
A triple point where water can be solid, liquid, or gas is only observed at pressures lower from the normal surface of the earth. At high altitudes, water can already boil at slightly lower temperatures than 100C/212F. If that pressure gets even lower, it will get so much easier to boil water that ice just on the border of melting is also so hot it’s just on the border of boiling.
This doesn’t mean **any single molecule** is simultaneously a solid, liquid, and gas. It just means the entire substance is at a point where it could be any of those things, and could be a mixture of those things. Not too different from the mixture of liquid/gas that occurs in a boiling pot of water or the mixture of solid/liquid that occurs as ice cubes melt in your drink – it’s just that you could have both those things at once at the triple point.
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