Romans 6:5-7 "For if we have become united with Him in the likeness of His death, certainly we shall also be in the likeness of His resurrection, knowing this, that our old self was crucified with Him, in order that our body of sin might be done away with, so that we would no longer be slaves to sin; for he who has died is freed from sin."

What are we saved from?  The common response would most likely be hell.  But here we see that we are freed from the slavery to sin.  We are by nature, born into bondage to sin and the death of Christ can free us from that bondage so that we are no longer slaves to sin, but slaves to righteousness.  Ultimately we are saved from sin, and saved from our body of sin when we are resurrected in glorified form as Christ Jesus our Lord.