If zinc chloride is heated strongly the solid will sublime.
dry ice
Carbon dioxides is a sample of a substance that sublimes.
dry ice and iodine will sublime. http://en.wikipedia.org/wiki/Sublimation_(chemistry)
No, I would not call CO2 a sublime (unparalleled; supreme) substance, However, CO2 does sublimate (to change directly from a solid to a vapour or gas without first melting).