There are five states of matter discovered so far in the universe: solid, liquid, gas, plasma and Bose--Einstein condensate. The molecules of a gas have enough kinetic energy to overcome the attractive bonds that create the solidity of solids and liquids. When a gas is heated, it can have many different effects depending on the amount of heat and the type of gas.
Heating a gas will increase its volume, according to equation of state, a law of thermodynamics. The volume is directly proportional to the temperature multiplied by the constant that is unique to each gas. The volume of the gas will expand until the gas dissipates unless it is placed into a container.
In extreme heat, the gas will transfer to the next state of matter: plasma. Plasma is an ionized gas where the bonds between molecules are decreased to the point where the protons, electrons and neutron are allowed to roam freely within the gas. Plasma makes up about 99 percent of the known matter in the universe.
When certain gases are heated, the electrons become excited and begin moving faster and faster and if there is an abundance of oxygen, then it can cause the gas to combust. Combustion can be as simple as a spark or a flame, or an explosion depending on the amount of gas and heat.
Just as the equation of state mentioned an increase in volume, it also describes an increase in pressure. When a gas is heated and contained in a vessel with finite volume, the volume will increase until it reaches the maximum allowed in the container and then the pressure of the gas will begin to increase.