What happens to those who never heard of Jesus?
There are verses in Romans that talk about the magnificence of God's creation, like Romans 1:20. And many churches point there for the answer. But in this section, I will point-out other places in the Bible, that give us more details on this subject. Keeping in mind that ultimately, this subject is really God's business. He will decide how to deal with the situation based on His infinite wisdom and grace. For us, we know that Jesus is the only way to life. But the Bible does elaborate on the severity of what happens to those who don't know.
Jesus said: 47 “The servant who knows the master’s will and does not get ready or does not do what the master wants will be beaten with many blows. 48 But the one who does not know and does things deserving punishment will be beaten with few blows. From everyone who has been given much, much will be demanded; and from the one who has been entrusted with much, much more will be asked."
Notes: I think these verses are very clear; self-explanatory. Those who know the Scriptures well, then decide to stop reading the Bible, stop praying the Lord's Prayer daily, and go off and live an unrepentant life of sin, will be punished by God (example, lose their rewards in Heaven, or worse, sent to hell). But the person who lived on a remote island all their life, and never heard the Gospel. God is saying that person's punishment is much less ("a few blows") than the one who knows the Gospel well.
(after healing the blind man) 39 Jesus said, “For judgment I have come into this world, so that the blind will see and those who see will become blind.” 40 Some Pharisees who were with him heard him say this and asked, “What? Are we blind too?”
41 Jesus said, “If you were blind, you would not be guilty of sin; but now that you claim you can see, your guilt remains.
Notes: In verse 41, "blind" means the person who did not know the scripture. This "blind" person, Jesus said, would "not be guilty of sin". But the one who claims to know the scripture, and apparently not doing the right things, their sin remains (not forgiven). In this setup, these were Pharisees that recognized Jesus as the Messiah, but refused to acknowledge Him.
The key point from this reference related to our subject on this page, is in verse 41: "If you were blind, you would not be guilty of sin". This clearly says that those who truly never heard about God of the Bible or the Gospel of Jesus, will not be guilty of sin. And therefore may not be going to the same hell as others. They are God's business; all we need to know to satisfy the curious minds, is that God will treat them fairly.