Step 1: Recall what water of crystallization means.
It is a fixed number of water molecules locked into a salt's crystal, shown after a dot in its formula, like $CuSO_4 \cdot 5H_2O$.
Step 2: Write the formula of each option and check for that dot.
Blue vitriol is $CuSO_4 \cdot 5H_2O$, it has 5 water molecules. Washing soda is $Na_2CO_3 \cdot 10H_2O$, it has 10 water molecules. Gypsum is $CaSO_4 \cdot 2H_2O$, it has 2 water molecules. Baking soda, however, is simply $NaHCO_3$, no dot, no attached water at all.
Step 3: Confirm by texture and behaviour.
Baking soda stays a dry, fine, anhydrous powder, while the other three are crystalline hydrates that can lose their water on heating, which fits with them genuinely holding water in their structure.
Step 4: Conclude.
Baking soda is the one without water of crystallization. \[ \boxed{NaHCO_3\ (\text{Baking soda})} \]