Step 1: Understanding the Concept:
At room temperature (around 25$^\circ$C), the physical state of substances depends on their boiling points.
Ethanol: Boiling point $\approx$ 78$^\circ$C, so it exists as a liquid at room temperature.
Methane, Ethane, Ethyne: Have very low boiling points (below 0$^\circ$C), so they exist as gases at room temperature.
Step 2: Detailed Explanation:
Among the given options, only ethanol remains liquid under normal conditions.
Step 3: Final Answer:
The liquid at room temperature is Ethanol.