Some churches and individuals teach that Christians must be baptized in order to be saved. That teaching is aberrant at best, and heretical at worst.

A Brief Rebuttal of Baptismal Regeneration Local article.
Is Baptism necessary for salvation? Baptism and Romans 6:3-5
The Gospel According to Oneness Pentecostalism One Man's Exodus from the United Pentecostal Church
Placing Faith in the Baptizer; Not the Baptism Part of an extenstive site on the United Pentecostal Church
Water Baptism and Salvation Systematic refutation of the Church of Christ's claim that water baptism is necessary for salvation.
Why Was Jesus Baptized? Article on the CARM site.
You in Your Small Corner - the elusive dream of evangelical unity How baptism is a major obstacle to unity - an extract from the book You in Your Small Corner: The Elusive Dream of Evangelical Unity By Mark Johnston.

A Study on Baptism (Alternative link) by Prof. M.M.Ninan