But when they play Game 7 on Tuesday, it will be the first time the teams will take a series the distance (7 p.m. ET; NBCSN, CBC, RDS).
It's the first time since 1939 the Rangers have rallied from a 3-1 series deficit to force a Game 7 like they have in this series. However, it's the second time since 2011 the Penguins have gone from up 3-1 in a series to facing a seventh game.
In each of those series, the Rangers and Penguins came out on the losing end.
What can they do to change their fates in their head-to-head Game 7 in 2014? Here are seven questions that could provide an answer:
1. How important is scoring first?
The team that has scored first is 6-0 in the series, so the answer is "very." In fact, only twice in the series has the team that scored first lost that lead. In Game 1 the Rangers scored two goals in the first period, and the Penguins tied it with two in the second before the Rangers won in overtime. In Game 4 the Penguins scored in the first period, and the Rangers responded with a goal early in the second. Pittsburgh got a shorthanded goal late in the second and never looked back en route to a 4-2 victory.
Each team is committed to playing tight defense, making comebacks hard to come by. So, although the game can't be won in the first period, it could be won by the team that scores the first goal.
2. Will someone's power play show some power?
The term "man advantage" has been a misnomer in this series.
The Penguins scored six times on 29 attempts (20.7 percent) in their Eastern Conference First Round series against the Columbus Blue Jackets, but for all their offensive firepower, they're 1-for-19 (5.3 percent) against the Rangers, including 0-for-12 in the past four games.
The Rangers reached historic levels of ineptitude with 36 straight power-play fails, tying the 2007 Anaheim Ducks for the longest drought in playoff history.
New York's power play was a key component to its Game 5 win, with Chris Kreider's extra-man goal 9:36 into the first period sparking a 5-1 victory. In Game 6, though, the Rangers' power play returned to hibernation, going 0-for-6.
Each team has scored 11 goals at even strength, so any contribution from the power play could be the difference in the series.
3. Which superstar answers the bell?
Crosby has one goal in 12 playoff games, three points in six games against the Rangers and has been off the score sheet the past two games. His frustration boiled over at the end of the second period of Game 6 when he was one of the instigators of a fracas that resulted in him starting the third period in the penalty box.
Nash leads the League with 51 shots on goal in 13 playoff games, but he has zero goals. Also, his average shot length of 30.4 feet is 70th in the League, according to Extraskater.com. His only point in six games against the Penguins was a secondary assist on Kevin Klein's empty-net goal in the final minutes of Game 5.
Neither Crosby nor Nash has to be a savior for his team to win Game 7, but if one is able to step up, it could pave a smoother path to the Eastern Conference Final.
4. Can one of the goalies be the difference?
Fleury had back-to-back shutouts for the first time in his career in Games 2 and 3 and had a shutout streak of 145:30 that carried into the second period of Game 4.
After allowing four goals on 27 shots in Game 4, Lundqvist has let in two of the past 69 shots he's faced.
Fleury is tied for the League lead with seven wins and two shutouts and ranks in the top five in goals-against average (2.43) and save percentage (.916).
Lundqvist has matched Fleury with seven wins, and his GAA (2.07) and save percentage (.926) rank in the top three. He's also won four straight Game 7s, tied for the best streak in League history. And in five career Game 7s, he is 4-1 with a 1.00 GAA and .963 save percentage.
5. Is home ice really an advantage?
Players and coaches all say there is an advantage to playing at home, and history shows the home team in Game 7 has an advantage, winning 91 of 152 in League history.
However, the home team has won two of the first four games in this series.
The Penguins are 2-6 all-time in Game 7 at home. The Rangers have won two straight Game 7s on the road, in 2009 and 2013 against the Washington Capitals; they also set a team record in the regular season with 25 road wins.
6. Can Game 7 experience help?
Each team has an abundance of Game 7 experience.
This will be the fifth Game 7 in the past six playoffs for the Penguins, but their first since losing to the Tampa Bay Lightning in the first round in 2011. Four players that likely will be in the lineup Tuesday have been in Pittsburgh's four Game 7s since 2009: Fleury, defenseman Kris Letang and forwards Craig Adams and Chris Kunitz (defenseman Brooks Orpik also played in those four Game 7s, but he's doubtful for Tuesday). Adams is 4-2 in six Game 7s in his career.
The Rangers not taking a series to seven games would be the real news. Four of their seven playoff series since 2009 have gone seven games, including the first round this year against the Philadelphia Flyers. New York has won four straight Game 7s, including two on the road.
Rangers center Brad Richards is 6-0 in Game 7, but one player to keep an eye on Tuesday is forward Dominic Moore. He's played in two Game 7s in Pittsburgh, scoring a goal for the Montreal Canadiens in their 5-2 win in the second round in 2010 and drawing the primary assist on Sean Bergenheim's goal for the Lightning in their 1-0 win in Game 7 in 2011.
7. Does momentum carry over?
After the Rangers won in overtime in Game 1, it looked like they could carry over their energy from a grueling seven-game series win against the Flyers. Then the Penguins won three in a row, and the Rangers looked out of gas. Then New York bounced back with inspired efforts in Games 5 and 6.
So what will Game 7 hold?
We'll find out when the puck drops. That's when we'll get all the answers.