Conservation of mass - The mass of a closed system will remain constant.

It is impossible to change the density of a system without altering its mass or volume. The act of wetting a sponge may increase the density of the system, but you are adding the mass of the water to it.

The only time this does not apply is when special relativity is taken into account when looking at bound systems in nuclear physics, where the mass of a bound nucleon system will be less than the sum of the masses of its individual parts if they were separate.