In many ways it is a terrible way to lose a game as big as this one, but here is video of penalties.
A few thoughts.
Cristiano Ronaldo has to stop doing his little pause in his run up. This is twice in big matches that he has blown the penalty, which should be a guaranteed goal for some one of his ability. I still think he should win FIFA Player of the Year, but really I would be surprised if he didn't. Bonus to him for finally scoring against Chelsea in the fun of play. Had it not been for John Terry, a Man United loss would have fallen on his shoulders by missing the spot kick.
John Terry. It would be easy to feel sorry for him, but he is an experienced player and every other shooter made their kick and stayed on their feet. On such a wet and dodgy surface trying to lean left and shoot right is very hard and he shouldn't have done it.
Anelka. I feel bad for him though. He didn't miss his penalty, Van der Saar saved it brilliantly. But he will take the heat for not keeping Chelsea in it.
Van der Saar and Cech. Both men guessed right most of the time (Van der Saar more than Cech) and each got his hands on the ball several times. Unlike the kickers, generally, the pressure is off the keepers in this situation. One save can make you a hero, two will make you a god.
I agree with the thought that Anderson and Belletti dealt with the pressure very well, begin subbed on for the express purpose of taking penalties. They buried their shots.
Finally, it is fortunate that Didier Drogba is on his way out of Stamford Bridge. His stupidity cost Chelsea and had United scored in the run of play in extra time with a man advantage, it would have been all Drogba's fault and rightfully so. He is absolute dross and although not a Chelsea fan, I must say that I am glad he won't be tarnishing the Premier league next year.