Danny Higginbotham opened the scoring with a sweet left-foot volley after Rovers failed to clear a corner.
After Watford failed to clear a corner, Elliot Ward's cross from the left found Ferdinand, who volleyed home.
After the break, Wordsworth added to his tally from close range after Southend failed to clear a corner.
The visitors settled themselves and, after Rangers failed to clear a corner, Millar's powerful strike from distance was beaten wide by Alexander.
And Liverpool were behind after 27 minutes when Liverpool failed to clear a corner and Okan fired a crisp 25-yard volley beyond Dudek.
The Algerian midfielder, who is on loan from Benfica, powerfully headed in Kevin Prince Boateng's right-wing cross after Wolves failed to clear a corner.
Arsenal failed to clear a corner, and when Michael Carrick's cross was deflected into his path by Mikael Silvestre, O'Shea lashed a finish high past Almunia.
The left-midfielder took the ball off Dimitar Berbatov after the visitors failed to clear a corner and drilled in a deflected 20-yard shot for his first Spurs goal.
However, Fernando Soriano leveled with a deflected shot in the 58th minute and Kalu Uche put lowly Almeria head just three minutes later as Real failed to clear a corner.
The midfielder, who plays for Turkish club Genclerbirligi, headed home after Korea failed to clear a corner from Luke Wilkshire and Lucas Neill nodded the ball back across the goal.
New Zealand goalkeeper Michael O'Keefe failed to clear a corner on the stroke of half time, and Baga was left with a simple header to give his side the lead.
Yet PSV got themselves in front when Mascherano missed his header as he tried to clear a corner and the ball fell for Lazovic, who stroked the ball past Cavalieri.
O'Shea scored from close range after Arsenal failed to clear a corner - giving United a slender but fully deserved advantage to take into the semi-final second leg at the Emirates next Tuesday.
Wednesday were partly the architects of the Hornets' first goal, failing to clear a corner and allowing substitute John Eustace to find Mariappa in the box with the simple task of tapping into the unguarded net.
BBC: SPORT | Football | Championship | Watford 4-1 Sheffield Wednesday
Jong was causing the usually unflappable Lucio all kinds of problems with his movement and pace and he turned sharply before firing straight at the Brazilian keeper, before Ri Kwang-chon dragged wide from a good position on the edge of the Brazil box after they had failed to clear a corner.
Forster also came close for the Royals, before Cresswell again had to clear a dangerous corner from John Salako.
Heskey headed home a James Milner cross after Brian Jensen had unconvincingly punched the ball clear from a corner.
Substitute Craig Thomson also tested the keeper with a powerful drive from 30 yards which was palmed clear for a corner.
But Bath's tendency to self-destruct continued and on the hour Evans touched down in the corner after the visiting side failed to clear their lines in their own corner.
Celtic failed to clear a Charlie Adam corner and after a sequence of head tennis the ball fell to Ehiogu who executed a graceful overhead kick.
Dawson struck in the 33rd minute when he forced the ball home from close range after Dwayne Mattis had failed to clear a Rob Edwards corner.
Then Rooney got beyond Simon Mensing for the first time in the match and had an effort on goal, but Graham headed clear to concede a corner.
The Kiwis put England under pressure on the re-start and Vatuvei was left with a clear run to the corner after taking Hohaia's cut-out pass but Luke again missed the conversion.
Fulham, who were without striker Bobby Zamora, had failed to clear Gower's corner before Wayne Routledge's miscued ball fell to Sinclair and his seemingly innocuous effort was turned in by Fulham's top scorer.
The Middlesbrough defence failed to clear Kieran Trippier's corner and, when the ball fell to Harewood in the six-yard box, the former West Ham and Aston Villa striker steered into the bottom corner.
The visitors had scrum-half Danny Care yellow-carded for persistent infringement just before the break and Bristol took advantage when wing Anthony Elliott linked up with Rob Higgitt to put Lemi clear to score in the corner.
Their pressure resulted in a string of corner kicks but no clear opportunities until Yuri Zhirkov's hard volley in the 21st went just outside Isaksson's left post.
Marcus Tudgay had a shot blocked from the subsequent corner as Palace struggled to clear their lines.
Kayode Odejayi headed back across goal from a corner, Southend failed to clear and Wordsworth slotted home from six yards.
Another inswinging corner from Corica was scrambled clear by Derek Geary - and Pressman cut out dangerous cross from the inventive Corica.
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