Jesus saves us from two kinds of death. All will be resurrected and overcome mortality, becoming immortal, thus triumphing over "Physical" death. But only those who believe on Christ and accept his atonement will overcome "Spiritual" death (separation from God) and be allowed to dwell with God, attaining eternal life.
And all will have the opportunity to hear the Gospel, whether in the body or in the spirit.
We see in 1Peter 3:18-20:
18 For Christ also has once suffered for sins, the just for the unjust, that he might bring us to God, being put to death in the flesh, but quickened by the Spirit:
19 By which also he went and preached to the spirits in prison;
20 Which sometime were disobedient, when once the long-suffering of God waited in the days of Noah, while the ark was a preparing, wherein few, that is, eight souls were saved by water
So we know that Jesus went and preached to "disobedient spirits" who had died in the time of Noah (He did this in the time between His crucifixion and His resurrection.) This means that those who died before Jesus came, who did not have the Gospel, will have an opportunity to choose salvation. Why else would he "preach" to spirits of the dead?
When Jesus said he wanted "all" to be saved (as mentioned by another answerer) He meant ALL. Not just those who heard His voice while He walked this earth, or those who heard it preached thereafter, but all souls who have ever lived. This includes those living and dying today in places where the Gospel is not yet preached.