Most materials will undergo sublimation if you get them to a low enough pressure. Even water will go straight from a solid to a gas if you get it below 0.006 atm (although this is not very easy to do at home). To see how this works, you can look at a phase diagram like this one:
Below the triple point (t.p.), the pressure is low enough that as you heat the material up, the material will sublimate from a solid to a gas. The phase diagram for carbon dioxide (dry ice) happens to have the triple point above our atmosphere's pressure (1.000 atm), which is why we can see it undergoing sublimation. If you raised the pressure to above the triple point, it would have a liquid form too.
You may have noticed that even at ordinary pressure, ice cubes in the freezer gradually shrink. That's because, even though the total pressure is normal, there are few water molecules in the air. Occasionally, a water molecule will fly off the ice into the air, and it usually won't be replaced by one leaving the air. Any solid will gradually sublime away if the vapor near it doesn't have enough atoms or molecules of the type that make up the solid. Of course, for most solids the process is very slow!
(published on 10/22/2007)