They nearly reached the sky in fact. However, like our dreams, they faded and died.
No doubt this season would have been a very different one, had we gone much further in the cup. Winning it would have meant a place in Europe, and Harry would almost certainly still be our manager.
But things didn't turn out that way, and the boys have a chance to show what they can really so at Upton Park tonight. The stats against Chelsea this season read: W1 - D1 - L1. One of those stats will have to be incremented by 1 tonight, and it won't be the middle one. If at the end of 90 minutes the match is a draw, then extra time will be played (but not golden goal), followed by the dreaded penalties.
West Ham's team will almost pick itself tonight, with Jermain and Freddie lining up in front of a midfield of Hutchison, Cole, Lomas and Sinclair. The only spot that might change is the left back position, which is contested between Vladimir Labant and Nigel Winterburn. Dailly and Schemmel will defend David James' goal, with Tomas Repka also playing - his last before Saturday's suspension kicks in.
Tonight could change our season - a home tie against Preston North End awaits the victors, and a place in the quarter-final again would seem likely. With only Arsenal and Newcastle left out of the top Premiership clubs, the cup looks easier than in many previous seasons.
But the real question for this season is this: How high will the bubbles fly?