After their first-leg heroics a fortnight ago, I couldn't help but wonder if they had used up most of their energy and belief, but against an improved Aston Villa they excelled themselves yet again.
It isn't easy for players from the lower leagues to go into unknown territory and come out victorious, especially at a packed Villa Park, but Phil Parkinson's players weren't frightened to take the next step. The character they showed was just outstanding.
I always felt that they needed to score a goal, and so it proved when big James Hanson made himself a Bradford City legend. They knew that Villa were susceptible to set plays, but they still had to do their jobs properly and thank goodness for their sake that the delivery was right, and that Hanson attacked the ball as magnificently as he did when they had that chance.
There really aren't enough superlatives I can say about Bradford City and their Capital One Cup run. I'm chuffed to bits for them that they'll now get to experience playing in a major final. They aren't lucky to be there either, they deserve it.
Away from all that excitement, who do you think has been the busiest of all 72 clubs in the January transfer window so far? You might be surprised to discover it is npower League 2 new boys Fleetwood Town.
They might be our freshest face but Fleetwood's chairman Andy Pilley is intent on taking the club as far as he possibly can, and he's not planning on being too patient either. By signing six players already this month, with more possibly on the way, he's telling the people of the town that he wants and expects promotion this season.
Graham Alexander will be pleased to have such a financial backing from the board but having cash to spend will put a great deal of pressure on his inexperienced managerial shoulders. It's down to him to judge who is best to recruit, and then if it doesn't work out he'll have to hold his hands up and say sorry. Hopefully he'll get his choices right.
The supporters too will have had their expectations raised. They'll see the cash being spent, and then if results go badly they'll be asking why it's not going so well.
The stand-out move was Fleetwood's £300,000 capture of Kidderminster Harriers striker Jamille Matt. I must confess I don't know a lot about the 22-year-old but he'll be expected to hit the ground running and bang plenty of goals in for Alexander's ambitious side.
This isn't something I can really relate to because I don't recall ever spending any more than £25,000 or so, on an individual. I did sign Carl Baker from Southport in a club record deal but he more than repaid his value, handing Morecambe around a 10-fold profit when he joined Stockport County. He's now doing well at Coventry City, of course.
At the other end of the scale, Aldershot Town don't have too much money, and they had to spend a few extra pennies on train fares last Friday after the players were forced to abandon their coach en route to York.
Motorways on a Friday afternoon are the bane of footballers' lives, as every journey to the hotel seems to take longer than expected, so I can only imagine the mood being frosty among the Aldershot players when news broke that they had to ditch the bus, for a series of different train journeys. I bet they were a right miserable bunch!
Thankfully the epic journey didn't affect their form, and Dean Holdsworth will have been delighted with their draw at York City, which is never an easy place to go.
Another week, another managerial change, and this time the revolving door is at Rochdale, where Keith Hill has returned to replace John Coleman.
I can understand why John left Accrington Stanley, because Rochdale are a bigger club with more potential, but for whatever reason it just hasn't worked for him. He's a top manager, and I doubt he's doing things differently to when he was working miracles at Stanley, so his failure to succeed at Spotland is a mystery. I feel sympathy for John, because sometimes things just don't go your way.
He'll be back in the game soon though. You can be certain of that.