The natural process you are referring to is known as condensation. Condensation occurs in phase changes involving a gas going to a liquid. When it is cold outside, our warm breath gives up some of the thermal energy contained in the rapidly moving water vapor molecules. The general trend is for heat to move to cold, so these particles are vibrating rapidly, then they lose some of that kinetic energy and vibrate less. They cling to each other and lose their ability to remain a gas. You can witness an excellent demonstration of condensation by blowing warm breath on a cold window pane, what is known as "frosting" a window pane. The water vapor in the breath will lose energy, the molecules will condense upon each other, and eventually, a trickle of liquid water will gently roll down the window pane. Phase changes such as this occur quite naturally with water freezing into a solid (ice), water evaporating into the gas phase, and then reversing the process with condensation.