They have lost semi-finals at the death, with furious recriminations against referees; they have lost to dubious goals and they have been eliminated on penalties, but never have Chelsea tumbled out of the last four of a competition in quite such ignominious fashion.
In the end, the night was dominated by the red card for Eden Hazard, dismissed by Chris Foy for kicking a ballboy in a desperate attempt to retrieve the ball from underneath the teenager. Just when life at Chelsea feels like it cannot get any more preposterous, another kid got caught in the crossfire and all hell broke loose.
The boy in question was evidently time-wasting and – if the Twitter profile for him that was quickly circulated after the game is correct it was not the first time he has done so – but when it becomes acceptable to kick a ballboy then English football really has lost the plot.
The incident in question took place with eight minutes of the match left when the ball had gone into touch behind the Swansea goal-line. The ballboy lay on the ball and after a couple of attempts to prise it out from under him, and understandably frustrated, Hazard briefly took leave of his senses and tried to kick the ball out, catching the boy in his side.
From that point, Foy had little option but to dismiss the player. Cue another Chelsea storm. The ballboy, who it turned out was 17, was taken away grimacing. Later invited to the away changing room he and Hazard, according to Rafael Benitez, exchanged apologies. Allegedly a son of a Swansea director, both father and son agreed that no charges would be pressed. Hazard gave an interview to Chelsea TV to apologise and both parties tried to draw a line under a very unsavoury episode.
Much less easy to explain away was another desperate night in the cup competitions for this Chelsea team and the second cup elimination that interim coach Benitez has presided over since he took charge at the club. Trailing by two goals from the first leg at Stamford Bridge, they never looked like they were going to do enough to reach the Capital One Cup semi-final, much less the team that reached the Champions League final last year.
What a shame for Swansea City that a ballboy had to steal their thunder on such a historic night. They have come a long way from the last time they played Bradford City in 2007 on front of just more than 7,000 fans. On 24 February they will play the League Two side in front of a full Wembley for what would potentially be the first major cup in the 101-year history of the Welsh club.
It was never really in doubt. There was a solid performance from Ashley Williams and Chico Flores, the home side kept the ball easily and in the bleak midwinter, it was Michael Laudrup's team who looked like the old Premier League hands. You would have been hard pressed to remember that Chelsea are one of the kings of knockout domestic competitions, having won the FA Cup four years out of the last six.
You might have expected it would be Chelsea, in pursuit of that two-goal deficit, who would make the running with Demba Ba picked ahead of Fernando Torres and a two-goal deficit to make up. The simple truth was that it was Swansea who were the most threatening before the break and, by the time Hazard was sent off, Chelsea had all but given up.
There were chances in the first half when Cesar Azpilicueta blocked a Wayne Routledge volley from Jonathan de Guzman's cross from the right. Michu, who signed a new four-year deal at Swansea yesterday, had a shot saved by Petr Cech. Gary Cahill blocked another from De Guzman. Chelsea struggled to create anything of note.
Benitez declined to make a change in the early stages of the second half, waiting until just over 20 minutes was left before he sent on David Luiz for Branislav Ivanovic, which did not change the attacking formation. His side had enjoyed possession but barely even anything that constituted a chance. Ba had tried to wrap his leg around that of Ben Davies in the first six minutes to win a penalty but to no avail.
Chelsea were in grave danger of going out with a whimper. As the half developed, Mata played in a more advanced position, as good as alongside Ba, and Chelsea switched to a more orthodox 4-4-2, or 4-2-4 when they had the ball. Even so, they were contained easily enough by Swansea who worked them hard in midfield and were confident dealing with the balls that were crossed into the area.
Once Hazard has been sent off, Benitez finally sent on Torres for Oscar. The lead that had been established at Stamford Bridge with those goals from Michu and Danny Graham never looked in doubt. It was only nine months ago that Chelsea went to the Nou Camp and got a draw against Barcelona to reach the Champions League final but they could hardly have looked further from that side.
At the final whistle, Swansea could have been forgiven a victory lap but they recognised that the celebrations would be best left until they win this trophy and were back in the dressing room quickly. They are one game from a trophy. Chelsea are back wondering where there future lies and hoping there are no disasters against Brentford in the FA Cup on Sunday.
Man of the match Williams.
Match rating 6/10.
Referee C Foy (St Helens).