Dean Cox’s stunning 60-yard strike sunk Walsall as the Saddlers’ second-half rally wasn’t enough against Leyton Orient.
The midfielder scored from inside his own half after Lee Cook had opened the scoring for the visitors.
Will Grigg’s penalty made it 2-1 in the second half and Andy Butler hit the post in a late scramble and Grigg was barged over in the box deep in injury time but referee Darren Brown ignored Walsall's penalty claims.
The hosts were unchanged after the weekend’s 2-1 win at Bournemouth and they started brightly with James Baxendale chipping over from 25-yard after eight minutes.
But the hosts were undone two minutes later when Cook wriggled free on the right and smashed an angled drive past Darlow from 15-yards.
The shot bamboozled the Nottingham Forest loanee who was left clutching thin air at a shot he should have dealt with.
Jamie Paterson fired over as Walsall looked to respond but the Saddlers were outnumbered in midfield and Darlow saved well from Cox’s header and Jimmy Smith’s close-range effort.
But the Saddlers fell further behind on 29 minutes with loanee Darlow left red-faced again.
There seemed little on for Cox when he received the ball just inside his own half but the midfielder launched an audacious 60-yard lob over Darlow to double Orient’s lead.
It echoed David Cotterill’s effort in Doncaster’s 3-0 win on the opening day of the season which embarrassed David Grof – the man Darlow was brought in to replace.
The Saddlers began the second half with more urgency and Andy Taylor’s free kick was charged down before they were awarded a penalty on 57 minutes.
Ben Purkiss was chopped down by Cook and Grigg smashed the spot-kick down the middle to make it 2-1.
With the momentum the hosts pressed and Ryan Allsop saved low from Paterson twice in a minute.
But while the Saddlers improved they couldn’t find any inspiration as Febian Brandy and Ashley Hemmings replaced Baxendale and Paterson.
And Brandy felt he should have a penalty after he was clipped with eight minutes remaining but referee Bond waved away his protests.
Two minutes later Butler’s shot smacked the post after a scramble as the Saddlers failed to find the leveller after Grigg's penalty claims fell on deaf ears.