The simple answer is solid, liquid and gaseous, the same as all other materials. However, if one wants to probe a bit deeper:
1. One can imagine that if the water were subjected to extreme conditions, that it could form a plasma, the fourth state of matter.
2. There are many forms of the solid version of water, ice:
a. the simplest crystalline phase of ice is hexagonal, also known as Ih
b. under different conditions, other crystalline phases exist, known as II, III, V, VI, VII, VIII, IX and X.
c. ice can also exist in amorphous states, amorphous solid water (ASW), low density amorphous ice (LDA), high density amorphous ice (HDA), very high density amorphous ice (VHDA) and hyperquenched glassy water (HGW).
d. ice can also form a clathrate hydrate, in which gas molecules are trapped in an ice crystal lattice (deep on the ocean floor, on the outer planets in the solar system possibly, inside arctic gas pipelines).
And these are just the ones we have found so far. Depending on what you call a "phase", there are many, many phases of water.