Madrid suffered one of the biggest humiliations in their history after losing the first leg 4-0, and the Spanish giants could not undo the damage as battling Alcorcon frustrated their big-spending neighbours.
Rafael van der Vaart’s 81st-minute goal gave Madrid the victory on the night, but it was not enough to save the home side from either exiting the competition or incurring the wrath of their own fans.
The supporters booed their side off at half-time, did the same midway through the second half when Madrid coach Manuel Pellegrini substituted the impressive Lassana Diarra, and then again at the end of the match.
However, the capacity crowd did give third tier Alcorcon a tremendous ovation at the end as the club from the south of Madrid claimed an historic scalp.
Madrid had twice fought back from 4-0 deficit in the past – going on to win the cup on both occasions (1947 and 1975) – and they looked determined to repeat the feat at the start of this match.
However, after Ruud van Nistelrooy and Alvaro Arbeloa had been denied by visiting goalkeeper Juanma in the opening 10 minutes, a strong Madrid side ran out of ideas in the remainder of the first half as Alcorcon limited them to just a handful of half-chances.
Madrid upped their game after the break, and Van Nistelrooy struck the crossbar while Pepe and Kaka both went close before Van der Vaart fired home from the edge of the box to finally give the home side the goal they were desperately seeking.
Gonzalo Higuain then also hit the woodwork but it was all too little too late for Madrid, who might have suffered further embarrassment if Alcorcon had made the most of two late chances for Nagore and Ernesto Gomez.