So far this season Wanderers have taken points off championship contenders Arsenal and Chelsea, but they could do little to halt Manchester United's title march.
There was no lack of effort from the home side and United keeper Tim Howard had to pull off three brilliant saves to keep them at bay as Jay-Jay Okocha twice and Per Frandsen threatened with powerful shots.
Yet United's first-half possession and the brilliance of Paul Scholes determined the outcome.
Scholes started and finished a 24th minute move to give United the lead then set up Ryan Giggs to put Ruud Van Nistelrooy in for a second in the 39th minute.
Youri Djorkaeff deservedly pulled a goal back for Wanderers in the 88th minute, but in a grandstand finish the champions breathed a sigh of relief as substitute Ibrahim Ba fired a late chance high over the bar.
The game set off at a frantic pace with both sides creating scoring chances in the opening quarter.
United, with Scholes finding space to torment the home defence, had the early advantage in terms of possession yet it was Wanderers who claimed the better chances.
United were the first to show with Simon Charlton having to clear Van Nistelrooy's shot off the line, but after that they were grateful to keeper Howard for keeping the scoreline blank.
First he tipped a powerful Frandsen shot over the bar then did the same to another goalbound effort from Okocha.
In between Wanderers lost Jamaican international defender Ricardo Gardner with what looked to be a serious knee injury and then just to pile on the agony for the home side, United suddenly moved into an unassailable two-goal lead.
On both occasions, Scholes was the architect. In the 24th minute he gave Giggs the chance to fire a cross into the box, but when that was beaten out Scholes was on hand to fire into an empty net.
Wanderers appealed strongly for a penalty when Rio Ferdinand appeared to bring down Kevin Davies, but minutes later Scholes set Giggs up again and this time it was Van Nistelrooy who finished things off with a close-range header.
Wanderers continued to look for goals and when Howard failed to collect an Ivan Campo thunderbolt only the keeper's quick thinking saved the situation as he knocked the rebound away from the alert Kevin Nolan.
Then it was the turn of Wanderers keeper Jussi Jaaskelainen to be the hero as he went full length to save a Roy Keane effort.
Although United were always a threat, Wanderers enjoyed the bulk of the play but were disappointed when Djorkaeff failed by inches to get the final touch to an astute cross from Davies.
Wanderers, however finally had some consolation when Djorkaef headed in Okocha's cross, his effort appearing to hit Gary Neville on its way into the goal.
But Wanderers' hopes of an injury-time point were dashed when Ba fired that last chance over the bar.