Exclusivism (in Christianity) refers to the fact that orthodox Christian doctrine maintains only faith in the Jesus Christ of the Bible leads to salvation or heaven. Christianity is exclusive in that its teachings indicate that the faith of other sects or religions will not lead to eternal life; or in other words, that Jesus Christ is the only true way to God. This is contrary to today's pluralistic environment, which would suggest that, as in the old saying "all roads lead to Rome", so all faiths indeed lead to God.
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History of the doctrine
"Exclusivism has been the historic position of much of the church..." -Daniel B. Clendenin
What about those who never hear?
Regarding the question of those who may never hear the Christian gospel, R.C. Sproul has said, "If a person in a remote area has never heard of Christ, he will not be punished for that. What he will be punished for is the rejection of the Father of whom he has heard and for the disobedience to the law that is written in his heart." 
The post-resurrection role of the Holy Spirit
- "John tells us that the Holy Spirit is sent by the Father and by the Son in the name of the Son and that He does whatever He is told to do and says whatever He is told to say. In this way, the Holy Spirit acts as a sort of ambassador for the King and His Son. He is co-equal with these Regents, but His role is to work in the world. And as an ambassador, it is His job to point back to Those to whom He is sent, namely the Father and Son." 
- John 6:45
- John 14:6
- Acts 4:12
- 1 John 5:12
- The Holy Spirit and the Exclusivity of the Gospel, by Daniel Randle
- One Way?: Are the Exclusivist Claims of Christianity Valid in an Age of Inclusivism? (Leadership U)
- Jesus Alone, by Michael Youssef - "Salvation cannot be bought except through the blood of Jesus. It doesn't get any clearer than that."