The Thrashers posted their second consecutive overtime win on Wednesday, beating Los Angeles at Phillips Arena for the first time in their five-year history with a 4-3 victory.
Marc Savard, who has six goals and five assists in his last five games, scored twice, including the game-winner with 1:23 left in the extra period.
Ilya Kovalchuk assisted on the overtime goal, extending his career-high point streak to eight games while tying the team record. Savard earned a point in eight straight games from March 22-April 5.
Atlanta, which beat the Florida Panthers 4-3 in overtime Saturday in its previous game, has earned at least a point eight times after trailing by two goals. The Thrashers have outscored opponents 33-26 in the third period this season and are 12-1-1-1 when winning the final period.
"We have won a lot of games in the third period," Atlanta's Slava Kozlov said. "I think it's because we are in good shape."
The Penguins are coming off Tuesday's 4-3 overtime loss to Vancouver -- their sixth defeat in seven games.
Milan Kraft scored twice, including the goal that sent the game into the extra period, as Pittsburgh earned its first point through four games of a five-game road trip.
"I can't describe as a coach how pleased I am with my guys," Penguins coach Ed Olczyk said. "We don't get a lot of respect. You battle a team like that, that's a way to earn respect."
Goalie Marc-Andre Fleury made his last start before joining the Canadian team for the World Junior Championships and stopped 33 shots, but allowed Marcus Naslund to score four goals.
"Hopefully it won't be like this when I'm there, the same guy scoring four goals," Fleury said.