Suppose that you are in some extremely hot and humid place where your sweat just doesn't evaporate well enough to cool you down. You can then consider putting a liquid other than water on your skin, e.g. methanol would be an excellent liquid with a decent latent heat and high rate of evaporation at room temperature, but this is poisonous. Ethanol is better, but it will also cause problems as you need to use large quantities.
The question is then what liquid that can be used safely, will provide the best cooling.