Sam Allardyce gave a Yossi Benayoun his first start for the club since returning on loan from Chelsea in the summer. James Tomkins was also given a start on the right-side of the defence, replacing the injured Guy Demel.
A boring first-half ensued with neither team managing any significant chances but Southampton playing the better football.
After the break the game was set alight immediately when Mark Noble converted from a free-kick and then Kevin Nolan got on the end of a short cross from Yossi Benayoun.
The Saints pulled one back just after the hour through Adam Lallana but were unable to take control of the game.
Just ten minutes later Jose Fonte handled the ball inside the area and Mark Noble converted the resulting spot kick with cool strike into the bottom corner.
Substitute Modibo Maiga then added a fourth with minutes left on the clock as the Hammers ran out comfortable winners.