I saw a City fan stay to the end of a game once...
Van der Vaart's 81st-minute goal at least spared Real's blushes on the night at home but the club's fans were far from impressed, booing off their players at half-time and the final whistle. But the home supporters were magnanimous enough to give Alcorcon a massive ovation at the end of the game.
Madrid director general Jorge Valdano tried to be positive, but it was cold comfort for one of the biggest clubs in the world, and a club that spent vast sums on new players in the summer.
"You can't say in the first leg, or the second, that we didn't try," said Valdano.
Following their first leg loss, Pellegrini had admitted there was "no reason or explanation" for the result.
"We hope our fans can forgive us," he added.
Valdano also apologised to fans for that defeat but backed Pellegrini, their eighth different coach in five years.
"It's difficult and I know how the Madrid supporters must be feeling," Valdano told the club's website.
It was the most famous victory in Alcorcon's history
"We have to take it as a lesson in humility that must serve as a starting point for a fresh beginning.
"We must stick together, and when I say 'together' I am also thinking about the coach."
Pellegrini's arrival at the club coincided with the return of club president Florentino Perez, the man who put together the original 'galactico' team featuring Zinedine Zidane and David Beckham, and once again he began recruiting the cream of the world's footballing talent.
Over the summer Perez brought in players including Kaka, Cristiano Ronaldo and Xabi Alonso, and Madrid's season began well, with seven straight victories.
But since Ronaldo suffered an ankle injury, they have won just three out of eight matches.
Perez has given Pellegrini his public backing, however, saying the coach would see out the season regardless of the team's performance in both domestic competition and in Europe.
After 10 games, they lie second in the league, one point behind bitter rivals Barcelona, and after four games in the Champions League, they are second in their group.
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