1995 at the last-four stage.
The 2-0 success at Chelsea in the Treble year, courtesy of a Dwight Yorke brace, was the start of a run of seven straight replay wins for the Reds. A repeat scoreline at Stamford Bridge to make it eight in a row would do very nicely indeed.
P: 18 W: 14 D: 2 L: 2
* = Southampton won on penalties