David O. McKay:
"To repeat, if baptism is essential for one man, it is essential for all. Then the question may be asked as was asked by a Chinese student, a graduate of one of our leading colleges, who in conversation with a Protestant minister said, “What about my ancestors who never heard of the name of Jesus Christ?”
“Oh,” was the reply, “they are all lost.”
The Chinese student’s sense of justice was offended, for he immediately said, “I’ll have nothing to do with a religion so unjust!” Had that Chinese professor, or doctor, asked a Mormon elder that question, the latter would have answered, “They will have an opportunity to hear the gospel, and to be baptized, to be born of the water and of the Spirit, that they might also enter into the kingdom of God.”
What about your great-great ancestors who never have heard of the name of Jesus Christ? What about the millions who died without having heard his name? They are all our Father’s children as much as you and I. Is it the act of a loving Father to condemn them forever outside of the kingdom of God because they have had no opportunity to hear the name of Jesus Christ?
No, it is not. “We believe that … all mankind may be saved, by obedience to the laws and ordinances of the Gospel.” And we also believe that those who have died without having heard the gospel here in mortality will have an opportunity to hear it in the other world.
Where did Christ’s spirit go while his body lay in the tomb? The apostle Peter tells us that he went to preach to the spirits who were in prison, who were once disobedient in the days of Noah when the ark was being prepared. (See 1 Pet. 3:19–20.) Those who died thousands of years ago were still living in the spirit world, and the gospel was taken to them as it will be taken to all of our Father’s children.