The Necessity of Baptism:Nettiebelle, the thief on the cross wasn't baptized.
42 And he said unto Jesus, Lord, remember me when thou comest into thy kingdom.
43 And Jesus said unto him, Verily I say unto thee, Today shalt thou be with me in paradise.
Christ Himself ordered His disciples to preach the Gospel to all nations and to baptize those who accept the message of the Gospel. In His encounter with Nicodemus (John 3:1-21), Christ made it clear that baptism was necessary for salvation: "Amen, amen I say to thee, unless a man be born again of water and the Holy Ghost, he cannot enter into the kingdom of God." For Catholics, the sacrament is not a mere formality; it is the very mark of a Christian, because it brings us into new life in Christ.
Baptism of Desire:
That doesn't mean that only those who have been formally baptized can be saved. From very early on, the Church recognized that there are two other types of baptism besides the baptism of water.
The baptism of desire applies both to those who, while wishing to be baptized, die before receiving the sacrament and "Those who, through no fault of their own, do not know the Gospel of Christ or His Church, but who nevertheless seek God with a sincere heart, and, moved by grace, try in their actions to do His will as they know it through the dictates of conscience" (Constitution on the Church, Second Vatican Council).
Baptism of Blood:
The baptism of blood is similar to the baptism of desire. It refers to the martyrdom of those believers who were killed for the faith before they had a chance to be baptized. This was a common occurrence in the early centuries of the Church, but also in later times in missionary lands. The baptism of blood has the same effects as the baptism of water.
John The Baptist was not baptized as a Christian; if fact, he was not a Christian, yet he died for the faith, she he was canonized and is now a Saint of the Catholic Church.