The particles of a substance in the gas state are far apart compared to the liquid state.

Remember, 100ml of the sample in the gas state would occupy about 0.05ml in the liquid state - a few drops. This means it is possible for a large volume of ‘gas’ to dissolve in a small volume of water.

Ammonia is a substance which exists in the gas state at room temperature.

You can see a 100ml sample of ammonia dissolving in 1ml of water in this video: