Dagnall put Rochdale on track as he scored for Rochdale
Rochdale reached the League Two play-off final on 26 May after defeating Darlington 5-4 on penalties.
Clark Keltie gave the Quakers a 1-0 (agg 3-1) lead from the spot after Rene Howe impeded Jason Kennedy.
Rochdale levelled when Chris Dagnall poked in Adam Rundle's cross before David Perkins struck from 25 yards to send the play-off into extra-time.
Perkins was sent off for dissent but Dale won the tie when Kennedy's penalty was saved by keeper Tommy Lee.
Rochdale, who will play either Wycombe or Stockport at Wembley, came out of the blocks hard and fast and Dagnall missed a golden chance to open the scoring inside the first two minutes.
The striker got on the end of Robert Purdie's cross from the left but pumped his header high and wide from six yards out.
A mix-up between Darlington keeper David Stockdale, who will join Fulham this summer, almost let Rochdale in at the other end.
Stockdale ran out of the box to head the ball clear and then slid to block it for a second time, only to inadvertently pass the ball to Dagnall.
But for the second time in the match the Rochdale striker was off target as he tried to bend it into the empty goal.
It was Darlington who broke through after a controversial decision by referee Richard Beeby on 28 minutes.
Darlington's early celebrations come to nothing as Rochdale stage a comeback
Howe was judged to have impeded Kennedy in the box, though the contact looked minimal, and Beeby pointed to the spot.
Keltie duly obliged for the Quakers, ramming his kick into the top right-hand corner to beat Lee.
Rochdale continued to push forward and were rewarded just before the stroke of half-time when Stephen Foster gave away a free-kick after tangling with Howe.
Rundle sailed the ball in from the right and Dagnall claimed the final touch in a goalmouth scramble to put Rochdale right back in it.
Darlington almost restored their two-goal cushion after the break when Keltie rattled the post after some lovely build-up play.
Dave Penney's Darlington side dominated the second half with Keltie coming close to scoring when he hit the post, before Perkins conjured a dramatic equaliser out of nothing.
Perkins took a gamble in the 77th minute with a looped shot from 25 yards out and it took a slight deflection from Kennedy on its way into the net to turn the tie on its head - and into extra-time with the score locked at 3-3.
Darlington appealed for a second penalty in the third minute of extra-time when Richard Ravenhill's strike hit Gary Jones' elbow in the box, but this time Beeby waved away their claims.
Julian Joachim broke clear as the Quakers appeared to gain the upper hand but his right-footed shot was comfortably saved.
Perkins undermined his heroics in the 20th minute when he made a late challenge on Ravenhill and exchanged words with Foster, which earned him a straight red.
But 10-man Rochdale soaked up a burst of late Darlington pressure to take the match to penalties.
In the shootout, each side scored four penalties apiece before Kennedy's shot was saved Lee.
Substitute Ben Muirhead duly slotted home Dale's fifth to set up a Wembley showdown.
Rochdale boss Keith Hill: "This club shouldn't be seen as a small club.
"We are nurturing a very good young squad here and we want to be successful.
"That's how ambitious the players and the coaching staff are.
"We want to be ambitious and we want to get into League One. That's our aim now."
Darlington boss Dave Penney: "That's life. It's a fine line and they were better than us just because they scored more penalties than us.
"We've had a good season and we just couldn't finish it off.
"We put ourselves to be in a position to challenge the top three. With the injuries we had and other things, we couldn't quite get there."
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