Single or individual molecules (mostly found in Ion Traps) are considered to be "Gas". It requires a minimum of n(unknown to me) number of molecules to define the state of matter. Single molecules are defined as "Gas". You can observe individual molecules with a Scanning Tunneling Microscope, albeit the molecule has to be sitting on a surface. In the case of water,if a single O2 was in the atmosphere, it would be a gas and if it was in liquid, it would be a gas dissolved in liquid.

A single molecule doesn't have a state of matter. Single or individual molecules (when observed in Ion Traps) are considered to be "Gas". It requires a minimum of n(unknown to me) number of molecules to define the state of matter.