While City fought back in the second half to win 3-1, the Black Cats were far from disgraced and both the cup run and final day will live long in the memory of the club's supporters - as these pictures suggest. Not long now either until the next visit. Remember that all our pictures can be bought by logging on here.
Sunderland fans in front of a statue of England 1966 World Cup winning captain Bobby Moore.
A police officer poses with a Sunderland fan outside Wembley.
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Judging by the writing, it looks like this flag may have graced Wembley as far back as Sunderland's 1992 FA Cup final date with Liverpool.
Sunderland fans enjoy the occasion outside Wembley.
David Corner, second left, who appeared for Sunderland in the 1985 final at Wembley, is pictured before the 2014 showdown.
Fans gather under the new Wembley's arch.
A Sunderland fan wears a horse's mask for some mysterious reason.
And the jacket's not too bad either.
Look closely and you might spot the odd cheesy chip among the red and white army.
Sunderland fans inside Wembley.
Sunderland mascot Delilah greets fans inside the ground.
In full force.
"By far the greatest team" perhaps?
Sunderland fans pose for our cameras.
Just in case the neighbours didn't know why the Sunderland faithful had made the exodus to London.
Sunderland mascot George Johnson waves while standing next to his heroes before kick-off.
The Sunderland striker fires his side into a first half lead.
Vito Mannone, whose penalty shoot out heroics helped defeat Manchester United in the semi final, is consoled at full time by manager Gus Poyet, right.
Sunderland's brave players walk up Wembley's steps to receive their losers' medals.
Sunderland fans applaud their heroes at full time.
Sunderland fans consider what might have been.
A Sunderland fan reflects on a momentous day in the club's history.
Sunderland's fans head for the exits and their long journey back to Wearside.
Mannone, Bardsley, Alonso, Cattermole (Giaccherini), O'Shea, Brown, Johnson (Gardner), Larsson (Fletcher), Borini, Ki, Colback.
Sunderland may yet return to Wembley twice this season. The Checkatrade Trophy final against Portsmouth is on Sunday, March 31, while the League One play-off final - if required - is on Sunday, May 26.