Yes, light can change speed and direction when it goes through different materials. All materials that transmit light have a property called index of refraction. The index of refraction is 1 for a perfect vacuum, 1.0003 for air, 1.33 for water, about 1.5 for various kinds of glass, and 2.42 for diamond. Light travels more slowly through higher index-of-refraction materials than through lower ones.