Cheltenham Town may have finished on the losing side in this Carling Cup tie but it was a match they could and should have won.
Down to his last 18 available players due to injury and suspension, boss John Ward sent out a team featuring a nucleus of experienced players alongside some of the younger members of the squad. After a slow start that included a goal for the home side after 11 minutes, Cheltenham went on to play some fast, attacking football in the final quarter of normal time.
John Finnigan equalised and then, with the last kick of the 90 minutes, saw a penalty saved.
Southend came up with three goals in extra-time to claim the tie but overall there was much to admire in this Cheltenham performance.
Robins boss John Ward named two changes to his starting line-up with former Coventry City trainee Craig Reid earning his first start in place of the suspended Steven Gillespie.
Sosthene Yao was called up for his first start of the season in place of Ashley Vincent, who was rested after playing his first game after a long injury absence on Saturday.
Loan signing Jennison Myrie-Williams was unable to play as Bristol City do not want him to be cup tied. Aaron Ledgister and Adam Connolly were therefore added to the squad.
Southend manager Steve Tilson, taking charge of his 200th match for the Blues, was dealt a setback during the warm-up when goalkeeper Darryl Flahavan suffered an injury. He was replaced by former Yeovil Town man Steve Collis leaving only four players on the substitutes' bench.
Southend made a confident start and went close with only three minutes played when defender Peter Clarke narrowly missed an in-swinging corner from Mark Gower at the far post.
Gower, a right-footed player operating on the left, proved himself capable of delivering a killer ball from out wide and it was from this route that Southend took an 11th minute lead.
Gower received the ball by the left touchline and cut back onto his right foot before sending over a cross that former Portsmouth and Manchester City striker Lee Bradbury directed beyond Shane Higgs with a glancing header.
Andy Lindegaard and Paul Connor both saw long-range shots held comfortably by Collis as Cheltenham tried to get their passing game going but they could make little headway against a well organised Southend side in the opening half an hour.
Connor continued where he left off on Saturday by shouldering much of the physical burden up front with Reid buzzing around alongside him. It was a combination that showed glimpses of promise and one sharp turn and shot from Reid ended with Collis having to dive at Connor's feet.
Yao then headed over the bar from a Jerry Gill cross but Southend were quick to sieze upon an opportunity with Gower continuing to play a central role.
The former Spurs trainee saw a low drive deflected wide by Andy Gallinagh then sent over a right wing corner that defender Adam Barrett headed powerfully downwards but the ball bounced over the bar.
Yao shot into the side netting and Bradbury hit one wide as the two attacks traded blows in the moments leading up to half-time without threatening to create a clear-cut opening.
Southend began the second half with a lengthy spell of possession ending with a shot from Jamal Campbell-Ryce that drifted wide and it became apparent that if Cheltenham were going to force an equaliser, a set piece might prove to be their best chance.
And so it nearly proved with two well taken corners from Andy Lindegaard at the start of the second half.
The first was headed powerfully wide by Duff and the second found its way to David Bird, whose downward header was cleared off the line by Franck Moussa.
Reid began to see a little more of the ball in attacking positions, placing one shot wide then just failing to catch a headed pass from Lindegaard with sufficient power to beat Collis.
The Robins enjoyed a good spell of pressure mid-way through the second half with the Southend defence having to work hard to prevent gaps opening up but the best they had to show for it was a John Finnigan shot that cleared the bar.
At the other end, Gower forced Higgs to save at full-stretch from a free-kick and Moussa went close with a shot from the edge of the area.
Shortly after that, Southend won a couple of corners in quick succession but it was from the second of these that Cheltenham scored a classic breakaway goal.
A cross from former Robins trialist Che Wilson was headed clear by Duff and Finnigan beat Southend's Kerrea Gilbert to the ball on the edge of the area. Finnigan supplied a pass to Yao with virtually all the Southend team caught up field. The former West Ham youngster sprinted downfield and into the penalty area before passing to Finnigan, who had followed him the length of the pitch, leaving the Robins captain with a simple tap in.
Two minutes later Reid almost claimed his first goal for the club when he turned sharply onto a long throw from Bird that Lindegaard had flicked on. Reid did well to get his shot away but was fractionally too high.
With 15 minutes to go Vincent replaced Connor and Southend sent on former Cheltenham loanee Charlie MacDonald.
However, it was the Robins whose pacey front players gradually began to look more threatening.
Vincent saw a low drive pushed aside by Collis but then, 30 seconds beyond the signalled three minutes of added time, Cheltenham were gifted a chance to win it from the spot.
Lindegaard's corner found it's way to the far post where Duff and Clarke engaged in a wrestling match for the ball. Duff ended up on the floor and referee Keith Hill pointed to the spot. Finnigan took it but Collis flew to his right to make a superb save and send the tie to extra-time.
The pace dropped visibly at the start of extra-time as the players settled themselves for another 30 minutes, although Southend forged a great chance mid-way through the first period when substitute Tommy Black darted down the right and crossed for Bradbury who headed against the crossbar.
And Southed got themselves back in front with 103 minutes played when Cambpell-Ryce broke through the middle and passed wide for Bradbury. His cross picked out Barrett, who had ventured up from the back, and the big defender shot home from 12 yards.
Then, two minutes into the second period of extra-time, Southend finally made the game safe when Duff was adjudged to have impeded Barrett as Cheltenham defended a corner taken by Black.
Bradbury sent Higgs the wrong way from the penalty spot to finally settle the contest then, to give the scoreline a distorted look, Bradbury capitalised on a tired clearance from Duff to make it 4-1.
SOUTHEND UNITED (4-4-2): Collis; Gilbert (Hunt 105), Clarke, Barrett, Wilson; Campbell-Ryce, Moussa, Bailey, Gower (Black 85); Hooper (MacDonald 75), Bradbury. Sub not used: Richards
CHELTENHAM TOWN (4-4-2): Higgs; J.Gill, Gallinagh, Duff, Ridley; Lindegaard, Finnigan, Bird, Yao (Ledgister 106); Connor (Vincent 75), Reid (B.Gill 90). Subs not used: Connolly, Puddy (Gk)
REFEREE: K.D. Hill (Hertfordshire)
ATTENDANCE: 3,084 (110 from Cheltenham)