Petr Sykora and Marian Hossa scored 20 seconds apart early in the third period during Pittsburgh's second such flurry of their rally, and the Penguins shook off Scott Gomez's tying goal midway through the period for one of best comeback victories in their playoff history.
The Rangers lost for the first time in four road games in these playoffs, an unexpected ending after they seized the momentum and, it seemed, control of the game with a 3-0 lead that looked very safe with star Henrik Lundqvist in net.
Game 2 is Sunday in Pittsburgh, where the Penguins have yet to lose in three playoff games after sweeping Ottawa in the first round.
Just when it appeared the two Atlantic Division rivals were headed to overtime, one of the many former Penguins who played a key role in the game, Martin Straka, was called for interference with 3:20 remaining.
Crosby took Ryan Whitney's pass and, shooting from a little beyond his normal range from a few feet behind the right circle, put a slap shot on net that deflected off Malkin's shin guard for the Penguins' only power-play goal. The play was briefly reviewed to make sure Malkin didn't kick the puck into the net.
The Rangers had tied it halfway through the period when Jaromir Jagr - who won the Stanley Cup in his first two NHL seasons with Pittsburgh in 1991 and 1992
- made one of his customary plays to tie it. Carrying the puck behind the net, he surprised the Penguins by throwing it back in front, missing Straka but finding Gomez for a one-timer.
Long before that, Jarkko Ruutu and Pascal Dupuis scored in a span of 14 seconds midway through the second period to get the Penguins back in it after the crafty, patient Rangers appeared to take charge with their three-goal lead.
In a game filled with fortuitous bounces and deflections in which nearly every goal ticked off a skate or took a lucky hop, the Rangers took their big lead on goals by Straka, Chris Drury and Sean Avery against Penguins goalie Marc-Andre Fleury. Drury and Avery, the super pest who so riled up the New Jersey Devils during the Rangers' five-game opening round series, scored 1:45 apart early in the second.