When an object is heated, its particles gain energy and start moving faster. As a result, the object expands. The amount of expansion depends on the material properties.

Option 1, Water: Water does expand when heated, but its expansion is not as significant as some other substances. It expands by about 0.2% for every 10 degrees Celsius increase in temperature.

Option 2, Alcohol: Like water, alcohol also expands when heated. However, alcohol has a higher coefficient of expansion compared to water, meaning it expands more for the same increase in temperature.

Option 3, Glass: Glass does expand when heated, but its expansion is relatively small compared to other substances. It has a low coefficient of expansion, so its expansion on heating is minimal.

Option 4, Air: Air expands significantly when heated. This is because air is a gas and its particles are already in constant motion. Heating the air increases the kinetic energy of its particles, causing them to move faster and spread out, resulting in expansion.

Based on the above explanations, the correct answer is option 4, Air. It expands the most when heated compared to water, alcohol, and glass.