Phases of matter is a concept applied to the behavior of multiple atoms together in one substance. Solid, liquid, and gaseous water are made of the same molecules. So, if you want to ask if protons, neutrons, and electrons have a particular phase, you're going to want to see how they behave together.
That being said, you could cram a bunch of electrons together in one place, and see what happens. The electromagnetic repulsion would likely blow them to kingdom come, even with gravity. Same goes for protons. That being said, if you had isolated electrons and protons at high enough temperature, they would form a plasma, an electrically conducting ionized gas, which would be opaque, but glowing-hot.
If you get enough neutrons together, their gravity will be enough to keep them together, and you'll have a neutron star.
So we can ask what phases of matter there are in neutron stars? This is way out of my range of expertise, but I think it would be called a compressed degenerate gas at that point. Although if you squeeze them enough at a high enough temperature, you can get a quark-gluon plasma, made up of the quarks that compose the neutrons. That's indeed another phase of matter. It's different from regular plasma since although plasma is hot enough for the protons and electrons to whizz by each other instead of bonding due to the electromagnetic force, a quark-gluon plasma is hot enough that the quarks can whizz by each other instead of bonding due to even the nuclear force.