So he commanded the chariot to stand still. And both Philip and the eunuch went down into the water, and he baptized him. Now when they came up out of the water, the Spirit of the Lord caught Philip away, so that the eunuch saw him no more; and he went on his way rejoicing. But Philip was found at Azotus. And passing through, he preached in all the cities till he came to Caesarea.
Acts 8:38-40

Verses 38-39 are often used as a proof text for baptism by immersion. To be fair, that they “went down into the water,” and “came up out of the water,” does not necessarily signify immersion (though I strongly believe they do). It could be argued that it merely refers going down from the road to the riverside.

There are more pressing arguments that baptism is to be by immersion:

The Greek word “baptizo” means to dip or immerse.
Because baptism is a symbol of being cleansed from all sin (1 Peter 3:21), immersion more accurately portrays being completely washed than does sprinkling.
Baptism is also a symbol of identifying with Jesus’ death and resurrection (Colossians 2:11-13). For that reason, being immersed is a more accurate picture as the person being baptized is “buried” in a water grave, and then “raised” to newness of life when being baptized by immersion.

There is that strange epilogue to the story. “When they came up out of the water,” Philip was miraculously “transported” to a place called Azotus, 20 miles away! He then traveled another 60 miles back to Caeserea—”preaching in all the cities along the way.” We cannot explain how God relocated Philip to Azotus—but the Bible is filled with miracles, isn’t it?! The more important point is that God called Philip to travel 80 miles to Gaza to see ONE person saved, before miraculously sending him back. What God will do to have His gospel preached and His people people saved!