We analyze faces generated by points in an arbitrary convex set and their relative algebraic interiors, which are nonempty as we shall prove. We show that by intersecting a convex set with a sublevel or level set of a generalized affine functional, the dimension of the face generated by a point may decrease by at most one. We apply the results to the set of quantum states on a separable Hilbert space. Among others, we show that every state having finite expected values of any two (not necessarily bounded) positive operators admits a decomposition into pure states with the same expected values. We discuss applications in quantum information theory.