We report on a novel collective state, occurring in globally coupled nonidentical oscillators in the proximity of the point where the transition from the system's incoherent to coherent phase converts from explosive to continuous. In such a state, the oscillators form quantized clusters, where neither their phases nor their instantaneous frequencies are locked. The oscillators' instantaneous speeds are different within the clusters, but they form a characteristic cusped pattern and, more importantly, they behave periodically in time so that their average values are the same. Given its intrinsic specular nature with respect to the recently introduced Chimera states, the phase is termed the Bellerophon state. We provide an analytical and numerical description of Bellerophon states, and furnish practical hints on how to seek them in a variety of experimental and natural systems.