There are a number of candidates for "fourth" phase - actually condensed matter physicists probably know about 20-30 different phases(determined by magnetic or electrical properties forexample - that is if you count insulators and metals asdifferent phases).  However, I believe the standard answeris that, as you heat things up, first they go from solid to liquid, then to gas, and finally to an ionized plasma.  And particle physicists would go beyond that to describe even higher temperatures when nuclear energies become comparable to the temperature, but such temperatures have not been reached here on earth (even fusion reactors just use the plasma phase and rely on relatively rare nuclear reactions).  Well maybe in some very high energy particle collisions...A plasma is just what happens when the temperature is so high that the atoms start to lose their outer electrons in collisions, and the plasma consists of positive ions and negative electrons moving about freely.

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