Wins for Scotland, Serbia, Sweden, Switzerland and Ukraine moved each closer to at least a place in the playoffs next year with the finals tournament in Qatar in sight.
The 21-year-old Sancho moved to United from Borussia Dortmund in the offseason for $100 million.
Raheem Sterling, Harry Kane and Harry Maguire scored in a 14-minute flurry and Declan Rice added a fourth second-half goal.
'Bring it home': Queen Elizabeth II, Prince William wish England football team success ahead of Euro final
Prince William, the President of England's Football Association (FA), on Sunday released a video message wishing the squad led by captain Harry Kane the "very best of luck for tonight".
Maguire was a major doubt for the European Championship, but Gareth Southgate waited on him even though the former Leicester defender was not fit until the third group game.
Southgate has restored the reputation of the England national team from the lows of a humiliating Euro 2016 exit against Iceland in the round of 16 and the ignominy of Sam Allardyce's brief tenure.
At the European Championship, it's meant the playing availability of Mount and Chilwell is more in the hands of the Public Health England government agency than national team coach Gareth Southgate.
The 28-year-old central defender has not played since injuring ankle ligaments in Manchester United's Premier League defeat by Aston Villa on May 9.
The final warmup match before Euro 2020 — against Romania on Sunday — is also being played in the northeast town of Middlesbrough.
Maguire has been out of action since suffering ankle ligament damage playing for Manchester United in their Premier League win at Aston Villa on May 9.
Cahill, who could start in Thursday's first-against-second clash in Group G, was pushed in the back by Belgian winger Dries Mertens during England's final friendly before Euro 2012.
Kane’s heroics in Russia is further proof England have finally found a talisman who can lead their campaign.
The Three Lions, who are on a 10-game unbeaten run, will also take on Belgium and Panama in Group G.
Vardy, who scored 24 goals in Leicester's unlikely title triumph in the 2015/16 season, said a united dressing room was a key factor in building a successful team.
Mourinho said favourites Brazil and Germany had the most balanced squads and he did not expect the World Cup to see a shock winner in Russia.