Substitute Matt Harrold came off the bench to head a late equaliser and claim a precious point for Southend.
Southend keeper Darryl Flahavan produced a string of outstanding stops to keep West Brom at bay.
But Nathan Ellington scored with a brilliant angled drive from 20 yards on the hour, and Kevin Phillips was only denied a second by the woodwork.
Flahavan then denied Phillips with another instinctive save before Harrold headed in with eight minutes left.
West Brom boss Bryan Robson:
"We did not capitalise on the chances and that cost us. But I'm sure our luck in front of goal will change. "Our main problem is we are missing too many chances and giving the opposition a chance that they are taking. "We have to start killing games off. You can't create as many chances as we did and not convert them."
Southend boss Steve Tilson:
"Daryl Flahavan is a great shot stopper. He has been tremendous for us over the last two years.
"He made two or three good saves in the first-half to keep us in the game.
"In the second half we created good chances ourselves and I thought a draw was a fair result. With one more good delivery we could have won."
West Brom: Zuberbuhler, Albrechtsen (Greening 14), Perry, McShane, Robinson, Gera, Quashie, Wallwork, Carter (Koumas 72), Ellington, Phillips.
Subs Not Used: Hartson, Chaplow, Hoult.
Booked: Carter.
Goals: Ellington 61.
Southend: Flahavan, Francis, Barrett, Clarke, Hammell, Gower, Maher, Guttridge (Hunt 71), Campbell-Ryce (Harrold 72), Paynter (Hooper 90), Eastwood.
Subs Not Used: Collis, Sodje.
Booked: Clarke, Maher, Campbell-Ryce, Francis.
Goals: Harrold 82.
Att: 19,576
Ref: R Booth (Nottinghamshire).