Yes. We read of this happening in Acts 10 where Peter is preaching and 'while Peter was still speaking these words, the Holy Spirit fell upon all those who heard the word.45 And those of the circumcision who believed were astonished, as many as came with Peter, because the gift of the Holy Spirit had been poured out on the Gentiles also.46 For they heard them speak with tongues and magnify God. Then Peter answered,47 'Can anyone forbid water, that these should not be baptized who have received the Holy Spirit just as we have?'48 And he commanded them to be baptized in the name of the Lord.'
When Jesus said we must be born of 'water and the Spirit,' apparently He wasn't saying that it always had to be in that order. I received the Holy Spirit on November 13, 1981, and was immediately baptized in the name of Jesus Christ. The important thing to remember is that when the people in Acts 10 received the Spirit, Peter 'commanded' them to be baptized right away. Any time a person receives the Spirit before baptism, water baptism should follow immediately.