In response to those who pointed that some of the martyrs had never been baptized (often a soldier standing by as someone was being tortured and martyred for the faith would be so moved that he would loudly proclaim himself to be a Christian, and be martyred immediately himself), there arose a phrase that said that these martyrs had been "baptized in blood," rather than in water.
Orthodoxy tends not to be as much into defining things out like that. We would, I think, simply say that there are unquestionably those who are saved who have not been baptized in water in the name of the Trinity. How this exactly is, other than through God's mercy, we tend not to define. We certainly do not feel a need to show that thus and such a person was "really" baptized, even though he wasn't -- just to keep rigidly consistent the idea that one must be baptized to be saved.
Ah, that explains it, thank you. I also find your approach to those who weren't formally baptized to be eminently reasonable. Although I do not think that Baptism has anything to do with salvation, there are other areas where I would use the same approach, such as knowing the name of Jesus as the only one by which we are saved. I guess that there are many people who are saved that have never heard the name or have had any book knowledge of Jesus at all.