Jesus also, that he might sanctify the people with his own blood, suffered outside the gate. Therefore, let us go forth to him outside the camp, bearing his reproach. For we have no continuing city here, but we seek one to come.
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Some Christian sects under the general title "Pentecostal", notably The Church of God and The Pentecostal Holiness Church, teach God's children that "the second work of grace" is sanctification. The "first work of grace", according to them, is what they call "getting saved". The third and final work, they say, is the baptism of the holy Ghost with the evidence of speaking in other tongues. This teaching has resulted in the oft-heard testimony of many of our dear pentecostal brothers who say "I am saved, sanctified, and filled with the holy Ghost."
We may all safely ignore such unscriptural teachings on several grounds, but first and foremost is the simple fact that grace does not "work". There is no "second work of grace" because there is no "work of grace" at all, either first, second, third, or any other number.
Grace is God's favor extended to us. Grace is a God-given golden opportunity to respond to Him. It is a merciful extension of time; it is a delaying of judgment until we can make things right with God. Paul is referring to grace in this way when he said that "the grace of God that bringeth salvation hath appeared unto every man." Yes, every living person on earth is being shown this grace from God because they are still living on earth, still being given the opportunity to repent and to sow good seed for a happy resurrection. Those who take advantage of that precious opportunity to do good are wise; those who do not are foolish.
Continuing in this same vein, it can truthfully be said that every person on earth is being saved now from the day of God's wrath because the day of God's wrath has not yet come. And if no one is being cast into the Lake of Fire, then everyone is being saved from it, for the time being. That is grace from God toward all men.
God has more than one form of His "grace", of course. If God calls a man to follow Jesus, that is grace being shown to a man. If that man responds to that calling, that is faith returning to God. If God sends a word to His children, that is His grace toward them. If His children believe and obey God's word, that is their faith going back toward God. If God offers healing to the sick, that is God's grace. If someone believes God and is healed, that is his faith going back to God. When Paul said that "We are saved by grace through faith", this is the sort of grace to which he was referring. God reveals His will to fallen man (grace), and man responds by believing and doing the will of God (faith).
No, my friend, God's grace does not work; it waits for us to work. And the work of God for us to do, said Jesus, is to believe on him whom God had sent. By God's grace toward us, His Son came, dwelt among us, and made an atonement for our sins. If we respond to God's grace and do "the work of God"; that is, believe in Jesus, then God will baptize us with His holy Ghost. That baptism is not a "third work of grace"; it is the result of faith in the Son of God who was sent to us by grace of God.