Most commenters here are referring to the decay of radon in air, but it also occurs in solids and water, like rocks and groundwater. In radiological risk assessment for radioactive waste, we are interested in what happens to the radon parent, radium, when it decays to radon.

A radium atom will generally exist as part of a crystal matrix or as a radical or compound dissolved in groundwater, and when it decays to radon its physical form depends on whether the recoil from the emitted alpha is strong enough to knock the newly formed radon atom out of the crystal matrix or out of the water into the air or from one crystal into another or into the water. The probability of radon escaping the solid phase and going into a fluid phase, being air or water, is called the escape to production ratio, Nielsen and Sundquist. I study this as part of radiological risk assessment because once the new atom is in air or water it is available for transport. If the radon does not escape the crystal, it will soon decay to polonium and other progeny, and likely stay put. Note also that radon has an affinity for water as well, so in balance, some radon will be in the air and some in the water.