Romans 6:3 — Know ye not, that so many of us as were baptized into Jesus Christ were baptized into His death?
Paul's first "know ye not?" — implies they should have known.
Baptized = put into and taken out again, used of dyeing clothes. This involves immersion (death), submersion (burial) and emergence (resurrection).
This baptism is not water baptism but the baptism of the Holy Spirit by faith. 1 Corinthians 12:13 — For by one Spirit are we all baptized into one body, whether we be Jews or Gentiles, whether we be bond or free; and have been all made to drink into one Spirit. And Galatians 3:26-27 — For ye are all the children of God by faith in Christ Jesus. For as many of you as have been baptized into Christ have put on Christ.
Through baptism, we vicariously share in Jesus Christ's crucifixion, death, burial and resurrection. The believer is identified with Jesus Christ and legally regarded as having died to sin.
Jesus Christ, by grace, became one with us in our death, so we, by faith, become one with Him in His death — crucified with Him. Romans 6:6 — Knowing this, that our old man is crucified with Him, that the body of sin might be destroyed, that henceforth we should not serve sin. And Galatians 2:20 — I am crucified with Christ: nevertheless I live; yet not I, but Christ liveth in me: and the life which I now live in the flesh I live by the faith of the Son of God, who loved me, and gave Himself for me.'
As He, by grace, became one with us in our death, so we, by faith, become one with Him in His death — crucified with Him. (Stam, Commentary on the Epistle of Paul to the Romans, pg. 142)