Milk foams are usually made with the help of the steam nozzle on an espresso coffee machine. Steaming milk accomplishes two essential things simultaneously: it introduces bubbles into the milk, and it heats the bubbles enough to unfold and coagulate the whey proteins into a stabilizing web. Steam itself does not make bubbles: it is water vapor, and simply condenses into the colder water of the milk. Steam makes bubbles by splashing milk and air together, and it does this most efficiently when the nozzle is just below the milk surface.