The conversion of Cornelius’s household appears to be a case of baptism of desire in Scripture. In this case we know that Cornelius and his household had not yet been water baptized (for after the experience Peter orders that they go on to be water baptized; Acts 10:47-48).
While still in their pre-baptized condition, they hear the gospel from Peter (10:34-43), and as they respond to it the Holy Spirit descends upon them and enables them to speak in tongues (10:44-46). This proves to Peter that they are acceptable to God and do not have to become Jews in order to become Christians.
Since the reception of the Holy Spirit is one of the blessings of salvation and is associated with baptism, it appears that they were placed in a state of grace by their response to the gospel and filled with the Holy Spirit even though they did not yet have water baptism. They thus would seem to be saved by baptism of desire, God allowing them to share in the blessings of salvation that are normally associated with baptism (Acts 2:38) even before the reception of the sacrament. Peter is quick to insist, however, that they go on to receive the sacrament that their desire for Christ has already initiated.
Another possible example of baptism by desire is the thief on the cross. In his case we do not know that he was not baptized (by this time thousands of people in the area had been) and he likely died in the transitional period in history before baptism was mandatory for salvation.