It remains something of a mystery just how they did it, but from 10-4 down late on Saturday Jose Maria Olazabal's side were on Sunday celebrating a stunning 14 1/2-13 1/2 win in Chicago.
"We just felt we had that tiny little chance and we've made history - unbelievable," said star man Ian Poulter.
Their fifth victory in six games was achieved in the colours of the late Seve Ballesteros and with images of him on their sleeves and bags.
As was said at the closing ceremony, Europe also played in Seve's spirit of never giving up.
But on the eight occasions the great man played in the match, plus the time he captained them on home soil in 1997, he never pulled off or witnessed anything quite like this.
Poulter won all his four games to make it 12 points from a possible 15 in his cup career, but it fell to Martin Kaymer to make the putt which ensured the trophy would be going back across the Atlantic.
In 1991 his fellow German Bernhard Langer had missed a six-footer at Kiawah Island with all eyes on him, so when Kaymer faced the same length putt on Medinah's final green it brought back a horrible memory.
But the man who sat out three of the four sessions because he was struggling with his game came good when it mattered most and guaranteed his side the tied match they needed to retain the cup.
That would have done them, but when Tiger Woods - left in a powerless position as 12th man out just as he was at The Belfry in 2002 - then conceded a putt to Francesco Molinari the Americans lost the match as well.
"Seve will always be present," said Olazabal, who in the 1980s and 1990s lost only two of 15 games with Ballesteros as his partner and so mourned his death last year.
"He was a big factor for this event and last night when we were having a meeting I think the boys understood that believing was the most important thing."
Poulter's five closing birdies to win the last fourball game on the second day had fuelled that belief, but to see such a powerful home side throwing their advantage away was beyond most people's expectations.
"The first two days nothing went our way," Olazabal added. "We struggled on the greens, but this morning I felt a little change in that regard.
"We started to make a few putts, the Americans just started to miss them."
The top five singles all went Europe's way. Luke Donald beat Masters champion Bubba Watson, Paul Lawrie hammered £7million FedEx Cup winner Brandt Snedeker and then world number one Rory McIlroy beat previously unbeaten Keegan Bradley.
The most remarkable part of that was that the Northern Irishmen only just made it to the tee in time, needing a police escort after believing he was not starting until an hour later.
Then Poulter won the last two holes to defeat US Open champion Webb Simpson and Justin Rose did the same with birdies of 40 and 14 feet to reverse a one-down deficit against Phil Mickelson.
That repeated his victory over the four-time major winner in 2008, but this time there was a different ending to the overall match.
Wins for Dustin Johnson and Zach Johnson made it 12-11, Lee Westwood levelled it up again by overcoming Matt Kuchar and Sergio Garcia added another against-the-odds point when Jim Furyk bogeyed the last two holes.
Still Europe needed one more point, though, and Kaymer delivered it.