What exactly is fire, why isn't it defined by the three states of matter, and does it have mass, weight?
Quite a vague question, and I'm not sure its appropriate for the site. But, very simply, fire is glowing gases.
Gases have mass as they are made up of atoms, but the photons (the light and heat) that are radiated don't have mass.
Think about an analogy to a filament lightbulb. The heated metal which is emitting has mass, but the photons being emitted, for the purposes of this discussion, have no mass, just energy.