Jesse Lingard scored a stunning goal, which turned out to be the winner, before Cristiano Ronaldo was denied an obvious penalty after a clear foul by Kurt Zouma.
West Ham then had a chance to level the scores in the final minute of stoppage-time when Luke Shaw was adjudged to have handled the ball in the penalty area.
The hosts brought on captain Mark Noble specifically to take the resulting spot kick and in dramatic fashion, the one-club man saw his effort saved by David de Gea.
Take a look at the dramatic finale to the game here…
Video: De Gea saves Noble’s penalty
How can you not love the Premier League, eh?
That incident also proves that you should never, ever bring on a player specifically to take a penalty in a big game. As England learned in the Euro 2020 final, it’s a tactic that rarely works.
The game at the London Stadium on Sunday was an absolute corker and it all started with Said Benrahma’s opener on the half-hour mark.
His goal-bound effort was deflected past De Gea by Raphael Varane, but United hit back soon after through Ronaldo.
The five-time Ballon d’Or winner was found inside the box by a brilliant pass from Bruno Fernandes and he then fired the ball home on the rebound to make it four goals in three games.
Ole Gunnar Solskjaer’s side continued to threaten West Ham’s goal in the second half and they finally found a way past Łukasz Fabiański again in the final minute of the regulation 90.
Lingard was picked out on the edge of the box by Nemanja Matic and the man who spent half of last season on loan at West Ham produced a stunning shot that nestled in the top corner.
De Gea’s sensational save followed shortly after, to cap off a true Premier League classic.