The following quotations from the Church Fathers give the straight story. They show that the early Church held the same position on this as the contemporary Church does—that is, while it is normatively necessary to be a Catholic to be saved (see CCC 846; Vatican II, Lumen Gentium 14), there are exceptions, and it is possible in some circumstances for people to be saved who have not been fully initiated into the Catholic Church (CCC 847).
An article from Catholic Answers:
http://www.catholic.com/tracts/assurance-of-salvation