But Nigel Adkins' side enjoyed their latest trip as goals from Jonathan Forte, Paul Hayes, Michael O'Connor and Sam Togwell stunned the Eagles.
A defensive mistake gave them a great start when Forte latched on to the ball after Matt Lawrence slipped before coolly going past keeper Julian Speroni and slotting into the empty net.
Togwell almost repeated the feat in the 29th minute but his shot lacked power and Jose Fonte was able to clear before the ball crossed the line.
But Palace fell further behind after 57 minutes as Hayes smartly drove the ball across Speroni when Rob Jones' header fell to him at the back post.
Worse was to come for the shell-shocked Eagles as they conceded twice more in the space of two minutes - the Iron taking full advantage of opponents who were in disarray.
First former Palace midfielder Togwell drilled a blistering right-foot shot in from the edge of the box in the 66th minute before O'Connor provided a precise finish past Speroni.
The misery didn't end their for Neil Warnock's side - who were booed off by their own fans at ful- time - as they missed a penalty which wouldn't have really salvaged much pride.
Referee Grant Hegley ruled that Neil Danns' shot had struck David Mirfin's arm, but substitute Freddie Sears - who wrestled the ball off Danns - saw his low effort from the spot saved by Joe Murphy, who did not have a single serious save to make.
Palace midfielder Alassane N'Diaye wasted a great chance towards the end of the contest.
Sears produced a great run down the left but his cut back was blazed horribly wide by the big Frenchman.