Desublimation

Desublimation is a phase transition in which gas turns into solid without passing through the liquid state. It is the reverse of sublimation.
It is how snow forms in clouds, and how frost and hoar frost form on the ground or on windows. 
Another example is the soot on walls of chimneys. Soot molecules rise from the fire in a hot and gaseous state. When they come into contact with the walls they cool, and change to the solid state, without forming the liquid state.
The process is sometimes known as deposition (phase transition).