But here another question arises. If the uncircumcised males of the Jews are lost, what is one to conclude about infants who died before the eighth day? What about the other sex, the girls? Likewise, what about our own infants, either those who are stillborn or those who die shortly after birth, before they are baptized?
Concerning infants who died before the eighth day the answer is easy, just as it is easy to give an answer about our own infants who die before Baptism. For they do not sin against the covenant of circumcision or of Baptism. Since the Law commands them to be circumcised on the eighth day, could God condemn those who die before the eighth day?
Accordingly, the souls of those infants must be left to the will of the Heavenly Father, whom we know to be merciful. Furthermore, what Paul says in a gentle manner about “those whose sins were not like the transgression of Adam” (Rom. 5:14) and about Jacob and Esau—“though they were not yet born and had done nothing either good or bad” (Rom. 9:11)—holds true in their case too.
Even though infants bring with them inborn sin, which we call original sin, it is nevertheless important that they have committed no sin against the Law. Since God is by nature merciful, He will not let their condition be worse because they were unable to obtain circumcision in the Old Testament or Baptism in the New Testament.
With regard to the girls among the Jews the answer is easy. For because this sign was prescribed only for the male sex, it does not pertain to the girls. Nevertheless, since the girls are Abraham’s descendants, they are not excluded from Abraham’s righteousness; they attain it through faith. But those adults who despised circumcision or who despise Baptism are surely damned.

Luther, M. (1999, c1961). Vol. 3: Luther’s works, vol. 3 : Lectures on Genesis: Chapters 15-20 (J. J. Pelikan, H. C. Oswald & H. T. Lehmann, Ed.). Luther’s Works (3:103). Saint Louis: Concordia Publishing House.