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The Capitals, who lead the best-of-7 series 3-1, are in their 43rd season and have never been this close to winning the Stanley Cup. Their only other appearance in the Cup Final was in 1998, when they were swept by the Detroit Red Wings.
"There's been heartbreak here, we know that," said Washington forward T.J. Oshie, who had a goal and two assists. "But I think that has kind of scarred over and has made us a little stronger for it. We'll just keep pressing on, keep working and try to do something pretty cool here."
Evgeny Kuznetsov had four assists for the Capitals, and Nicklas Backstrom had three. Tom Wilson, Devante Smith-Pelly, John Carlson, Michal Kempny and Brett Connolly scored, and Braden Holtby made 28 saves.
Video: VGK@WSH, Gm4: Wilson beats Fleury from the slot
Teams that have a 3-1 lead in the Cup Final have won the series 32 of 33 times. The only team that didn't was the Red Wings in 1942, when they blew a 3-0 lead and lost to the Toronto Maple Leafs in seven games.
Game 5 is at Vegas on Thursday.
"Obviously, it can be easy in a game where you can clinch to get a little bit of ahead of ourselves, but we've got a good group of leaders in the room and some young guys who have jumped on board," Oshie said. "We'll be focused at the start."
James Neal and Reilly Smith scored, and Marc-Andre Fleury made 17 saves for the Golden Knights, who have lost three in a row after losing three games in the first three rounds of the Stanley Cup Playoffs.
The Golden Knights felt Game 4 was their best of the series. They outshot the Capitals 30-23 and had a 71-41 advantage in shot attempts.
The Capitals blocked 24 shots after blocking 26 in Game 3. They went 3-for-5 on the power play and 4-for-4 on the penalty kill.
"They had six goals, they had three power-play goals and made some real nice plays, but we played a lot of the game the way we wanted to play," Vegas coach Gerard Gallant said.
The Golden Knights also felt the game could have been different had Neal scored into a wide-open net during a power play at 4:31 of the first period. He shot the puck off the right post from the bottom of the left face-off circle.
"Nine times out of 10, you probably put that in the back of the net," Neal said.
Holtby said he thought the puck went in.
"Somehow, it didn't," Holtby said.
The Capitals finished killing that penalty and got a power play at 9:22. Oshie scored on it at 9:54 to make it 1-0, starting Washington's stretch of three goals in 9:45.
Wilson scored at 16:26 for a 2-0 lead, and Smith-Pelly made it 3-0 at 19:39.
"I was disappointed we were down 3-0, our players were disappointed," Gallant said. "The message was, 'Let's play the same way and let's see what happens,' because everybody liked our [first] period."
The Capitals led 4-0 after Carlson scored a power-play goal on a one-timer from the left circle at 15:23 of the second period.
Vegas made it 4-2 in the third period on goals from Neal at 5:43 and Smith at 12:26, but Kempny scored to put Washington ahead 5-2 at 13:39. Connolly scored a 5-on-3 power-play goal at 18:51 to make it 6-2.
By the end, the 18,506 in the building were chanting, "We want the Cup!"
The Capitals have never been closer to getting it.
"It's easy to let your mind wander," Carlson said. "It's been one of our strengths to make sure that we're in the right place mentally. I think everyone knows the stakes. There's nothing, no opportunity that's going to pass by that we're not going to give it all we've got."
Video: VGK@WSH, Gm4: Kempny pots one-timer to pad lead
Goal of the game
Carlson's goal at 15:23 of the second period.
Video: VGK@WSH, Gm4: Carlson blasts one-timer for PPG
Save of the game
Holtby stopping Ryan Carpenter at 8:32 of the second period.
Video: VGK@WSH, Gm4: Holtby denies Carpenter with his mask
Highlight of the game
Smith-Pelly's goal at 19:39 of the first period.
Video: VGK@WSH, Gm4: Smith-Pelly goes top shelf on Fleury
They said it
"No feeling sorry for ourselves. We'll figure it out and we'll win a game at home." -- Golden Knights forward James Neal
Video: VGK@WSH, Gm4: Neal hits post on golden scoring chance
"We haven't been getting too high or too low whether the other team scores, we score, we win or they win. We've been pretty level-headed through this whole thing. Seems like everyone is just really excited to go out for their next shift and get the job done. So we'll take that same approach [in Game 5]." -- Capitals forward T.J. Oshie
Video: VGK@WSH, Gm4: Oshie opens scoring with nifty PPG
Need to know
Kuznetsov is the 12th player in NHL history to have at least four assists in a Cup Final game, first since Joe Sakic had four with the Colorado Avalanche in 1996 (Game 2). … Kuznetsov leads the playoffs with 31 points (12 goals, 19 assists). … Carlson's goal gave him 54 career points in the playoffs (18 goals, 36 assists), tying Calle Johansson for the most by a Washington defenseman. ... Vegas defenseman Colin MIller broke his nose in the third period but finished the game.
Game 5 of Stanley Cup Final at T-Mobile Arena on Thursday (8 p.m. ET; NBC, CBC, SN, TVAS)
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