Davenport rises highest to put the Hammers ahead at Upton Park
Blackburn missed the chance to go top of the Premier League as manager Paul Ince suffered a first defeat as Rovers boss at his former club West Ham.
Calum Davenport headed West Ham ahead before Mark Noble's scuffed shot went in off Christopher Samba for a second.
Jason Roberts poked in for Rovers, who were denied a leveller when Matt Derbyshire was dubiously ruled offside.
Roberts had a penalty saved by Robert Green before Craig Bellamy and Carlton Cole struck injury time West Ham goals.
The victory will relieve the pressure on Hammers boss Alan Curbishley, while Ince will be left rueing defeat at a club whose fans he upset nearly 20 years ago.
Ince wore a Manchester United shirt in public before his move from West Ham to Old Trafford but the treatment he received was nowhere near as bad as had been anticipated.
Interview: Blackburn boss Paul Ince
The expected hostile reception as he came out of the tunnel did not materialise but he was booed when he stepped to the touchline early on during the match to stir more life into his side.
The visitors almost responded to their manager with a goal when Roque Santa Cruz robbed Valon Behrami on the touchline.
Santa Cruz cut inside and, with a shot to goal blocked off, passed to Roberts, who was quickly closed down as West Ham survived the scare.
West Ham capitalised when Davenport headed them in front from a Julien Faubert corner after 12 minutes.
They extended their lead when Noble scuffed a shot from Faubert's pull-back and his effort went in off Samba, with striker Dean Ashton also claiming a touch.
Blackburn immediately hit back as Scott Parker flicked a clearance on only for Vince Grella to intercept and head into the path of striker Roberts.
He turned Davenport and Behrami and poked home before the visitors were denied what appeared a legitimate equaliser.
Samba headed a free-kick into the path of Derbyshire, who turned the ball in but was ruled offside when he appeared level with the last defender.
But Rovers were given a great chance to level after the break when Steven Reid's free-kick was handled by Cole.
Roberts stepped up to take the penalty only to see Green dive to his left and save.
Curbishley hopes the result will boost confidence
Green quickly came out to force Derbyshire to lob an effort high and also saved a Brett Emerton header as the visitors pressed for an equaliser in an entertaining game.
At the other end, keeper Paul Robinson produced an even better save to turn a Cole shot round the post.
But he could do nothing when Bellamy raced clear and half-volleyed home in injury-time before Cole sidefooted in a cross to give the scoreline a more emphatic look than was warranted.
West Ham manager Alan Curbishley:
"I'm just delighted we got the win. It's been a tough week after the performance at Manchester City and the way we played for much of the cup tie against Macclesfield.
"It's difficult with fans having a go at you after only two games but West Ham fans are second to none when they get behind the team and that's what we want. I can take any flak."
Blackburn boss Paul Ince:
"Everything went against me today and everything went for Curbs. I'm not happy because we had enough chances to change the course of the game.
"Curbs is obviously a lucky manager but I know he's also a top manager and I'm pleased for him."
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