Do the sacraments always give grace? The sacraments always give grace if we receive them with the right dispositions.
Therefore whoever eats this bread or drinks the cup of the Lord unworthily, will be guilty of the body and the blood of the Lord. (I Corinthians 11:27)
Why are Baptism and Penance called sacraments of the dead? Baptism and Penance are called sacraments of the dead because their chief purpose is to give the supernatural life of sanctifying grace to souls spiritually dead through sin.
Amen, amen, I say to thee, unless a man be born again of water and the Spirit, he cannot enter into the kingdom of God. (John 3:5)
Further reading: CCC 2006-2011