Zetterberg got to a loose puck off the stick of Rangers forward Blair Betts in front of the New York net and quickly slammed in a shot to break a 3-3 tie with 7:24 left. It gave Detroit its fourth straight win and eighth in 11 games.
The Red Wings will certainly want more trips to New York than the current schedule allows. Their last two road games have both been in the metropolitan area and featured big third periods in comeback victories.
Detroit, which hadn't played in Madison Square Garden since Oct. 25, 2003, erased a 3-0 deficit to the Islanders in the third period last Tuesday before winning in overtime.
Zetterberg helped set up Datsyuk's first-period goal, and Jiri Hudler took advantage of a misplay by Rangers goalie Henrik Lundqvist early in the third to make it 3-2. Robert Lang tied it at 10:54.
That made up for Hasek's rare poor performance early. He yielded first-period goals to Brendan Shanahan, Michael Nylander and Marcel Hossa even though the Rangers had only seven shots in the frame.
Hasek earned the victory despite making only 17 saves. Lundqvist stopped 22 shots.