Identify the arrows that show removal of thermal energy when matter changes state.

When matter loses heat, one of the following happens:
Liquid changes to solid (freezing), or
Gas changes to liquid (condensation), or
Gas changes to solid (deposition)

1- Freezing: when the temperature of a liquid matter drops below its freezing point, the liquid usually solidifies forming crystals. Example of this is when water changes to ice
2- Condensation: when the temperature of gas is reduced, the molecules slow down and come together changing the matter into liquid. Example of this is when water vapor condenses into water droplets.
3- Deposition: Sometimes when the temperature of a gas drops, it solidifies directly without passing through the liquid phase. An example of this is when water vapor changes directly to ice in sub-freezing areas without passing through the liquid phase. This is the process through which clouds are formed.
The diagram below shows these three changes in matter. 

Exothermic,  physical change after it is already baked