Two goals from Kieran Richardson gave Sunderland a 2-0 victory over Portsmouth to boost their hopes of escaping the Premier League drop zone.
Everton were knocked out of the FA Cup 1-0 by third division Oldham Athletic in the third round.
Favourites Chelsea will play Tottenham Hotspur in the FA Cup quarter-final tie at Stamford Bridge next month.
Roque Santa Cruz scored a brace as Blackburn Rovers held Manchester City to a 2-2 draw in the EPL.
A rare header by Cesc Fabregas three minutes into injury time earned Arsenal a 1-1 draw on Saturday after hosts Sunderland seemed on course for an upset victory in the Premier League. Manchester United edged closer to the leading pack with a 2-0 win at a rain-sodden Blackburn Rovers after goals from Wes Brown and Wayne Rooney.
Tottenham Hotspur scored a 2-0 victory at Manchester City, whilst Arsenal posted a 3-2 victory at Blackburn Rovers.
Leaders Manchester United will meet Premier League rivals Reading in the FA Cup fifth round.
Liverpool ended their seven-year wait for a home league win over Manchester United on Saturday when Ryan Babel came off the bench to give them a deserved 2-1 victory over the champions. Their victory took them to 10 points from four games, the same as Chelsea, who won 3-1 at Manchester City, despite Robinho marking his debut for City with a goal after 13 minutes.
Liverpool's FA Cup match on Saturday is one of four all-Premier League tussles, with leaders Manchester United also hosting Aston Villa, Everton taking on Blackburn Rovers and Portsmouth facing Wigan Athletic.
Holders Chelsea will meet Liverpool at Stamford Bridge in the quarter-finals of the League Cup next month.
Last season's beaten finalists Arsenal travel to Blackburn Rovers, while Manchester City play Tottenham Hotspur and West Ham United host Everton in the other games.
Arsenal, Manchester City and Liverpool also joined Chelsea in the quarter-finals of the League Cup.
Everton went second with a 2-1 victory at Bolton Wanderers thanks to a last-minute winner from Joleon Lescott.
"It is a different Arsenal now," Wenger told a news conference on Friday. "They are not going to let other teams kick them off the pitch."
Liverpool will be without defender Martin Skrtel for three games after he was suspended on Wednesday for a stamp on Manchester United goalkeeper David de Gea during Sunday's Premier League defeat at Anfield.
Arsenal opened a five-point gap at the top of the English Premier League after beating Blackburn Rovers 2-0.
Chelsea moved to within three points of Manchester United in the Premier League after a 0-0 draw with Liverpool and United were upset by Manchester City.
Benni McCarthy's stunning goal three minutes from time sent Blackburn Rovers into the quarter-finals of the FA Cup after a 1-0 win over Arsenal in a mostly lifeless fifth-round replay on Wednesday.
Premier League sides Arsenal, Southampton and Blackburn Rovers reached the FA Cup quarter-finals with victories over lower division opponents in fifth-round replays on Tuesday.
Reading snatched a 1-1 draw at Manchester United while Chelsea trounced Norwich City 4-0 to reach the FA Cup quarter-finals.
Chelsea left back Ashley Cole will not need an operation on his injured knee and is expected to play again this season, the club Web site www.chelseafc.com said on Thursday.
Premier League leaders Manchester United outclassed bottom side Watford 4-0 on Wednesday to maintain their six point lead over Chelsea, who beat Blackburn Rovers 3-0.
Arsenal host EPL leaders Manchester United on Sunday.
Alex Ferguson said his current squad is the best he has ever had since becoming manager at Old Trafford 21 years ago.
Louis Saha restored Manchester United's lead in the Premier League in a 1-0 win at Blackburn Rovers after Chelsea trounced Watford 4-0.
Cristiano Ronaldo's late header prevented the twice European champions' going down to their worst league defeat this century.
All eyes will be on Manchester United manager Louis van Gaal when he takes his team to Derby County for an FA Cup fourth-round tie on Friday with the fans' boos from their home defeat by Southampton still ringing in his ears.
Michael Ballack scored in the 19th minute of extra time to give Chelsea a 2-1 victory over Blackburn Rovers.
Manchester United beat Watford 4-1 to reach their 18th FA Cup final.
Salomon Kalou headed a stoppage-time goal to give Chelsea a dramatic 1-0 victory at Watford.
Arsenal were held to a 1-1 draw by Portsmouth as their hopes of finishing fourth in the Premier League suffered a blow.
The Premier League leaders preserved their 11-point lead with a 4-1 victory over Crystal Palace.
And champions Arsenal face Blackburn Rovers in next month's FA Cup semi-finals in Cardiff.
Arsenal won 3-1 after extra time at Bolton Wanderers to reach the FA Cup fifth round.