Chelsea 1-1 West Ham
Chelsea and West Ham will play each other again after a draw at Stamford Bridge.
Chelsea were the better team in the first half with an impressive goal from Jimmy Floyd Hasselbaink after 20 minutes.
West Ham equalised at 81 minutes thanks to Frederic Kanoute.
Millwall 0-1 Blackburn Rovers
A late goal from Andy Cole saw the Rovers go into the fifth round.
Blackburn's new signing scored after 86 minutes.
West Bromwich Albion 1-0 Leicester City
Neil Clement's penalty just 10 minutes before the end of the match won the Baggies a place in round five.
It wasn't good news for Premiership strugglers Leicester though, who are dogged by relegation worries.