AC Milan win 2-0 on aggregate
Manchester United's Champions League hopes were shattered by Hernan Crespo after 61 minutes in Milan.
The AC Milan striker met Cafu's cross from the right and his cushioned header looped beyond goalkeeper Tim Howard.
United needed goals but the closest they came was a Ryan Giggs shot across goal from the left that hit the post.
Ruud van Nistelrooy had a chance in each half but missed the target from close range on both occasions, efforts he would have normally buried.
In the search for goals, after losing the first leg at home, Sir Alex Ferguson loaded his team with attacking intent.
Van Nistelrooy led the line with support from Wayne Rooney, Cristiano Ronaldo, Paul Scholes and Giggs.
The only time the quintet had played together prior to this outing was when United had ended Arsenal's unbeaten Premiership run earlier in the season, but this time they failed to take the spoils.
Milan's iron-like defence kept a tight grip on proceedings and it transpired that the immovable object blunted the irresistable force with cool, composed ease.
With Clarence Seedorf and Gennaro Gattuso regularly dropping back on demand, they ensured United lived off scraps in attack.
And when they did get a chance they failed to capitalise.
Van Nistelrooy galloped at the heart of the Rossoneri rearguard and his perfectly weighted pass to the left found Giggs, but while the Welshman's shot from the left beat Dida it also shaved the wrong side of the post.
Their only other opportunity in the first-half fell to Van Nistlerooy, but the Dutchman shot wildly over after Rooney had headed Roy Keane's dinked chip from the right into his path.
In a game of few chances Milan always looked the more likely to break the deadlock and so it finally proved.
Howard had denied Crespo early on - one of only three shots on target over the 90 minutes - and was fortunate when Kaka's driven volley, after a poor touch from Mikael Silvestre, grazed the crossbar.
Having given warning of his power in the air with an effort over the bar, Crespo adjusted his radar to flight a header beyond Howard moments later.
Rio Ferdinand's last-ditch tackle denied the Argentine a gilt-edged chance to make it two and United had another let off when the referee waved away penalty calls after Keane fell on the ball in the area.
But the visitors could not take advantage.
Van Nistelrooy was played in by Ronaldo's cross through the box but he could not bring it down quickly enough, finally dragging it wide of goal.
With it went United's Champions League campaign for another season.
AC Milan: Dida, Cafu, Nesta, Stam, Maldini, Gattuso (Costacurta 89), Pirlo, Seedorf, Rui Costa (Dhorasoo 85), Kaka, Crespo (Ambrosini 78).
Subs Not Used: Abbiati, Inzaghi, Tomasson, Serginho.
Goals: Crespo 61.
Man Utd: Howard, Brown (Smith 85), Ferdinand, Silvestre, Heinze, Ronaldo, Keane, Scholes, Giggs (Fortune 57), Rooney, Van Nistelrooy.
Subs Not Used: Carroll, Phil Neville, Bellion, Miller, O'Shea.
Ref: Herbert Fandel (Germany).