EDMONTON, Alberta (AP) -- Sidney Crosby needed a little time to get warmed up in his first NHL game in Western Canada.
"In the third everybody came to play and that's why we won," Crosby said. "We skated better and we capitalized. We did a good job of taking advantage of the opportunities we had."
Because of the unbalanced schedule, it was the first time Crosby played in Edmonton. The 20-year-old star will play his first NHL game in Calgary on Thursday night before making his Vancouver debut Saturday night.
The Penguins have won five out of their last six to improve to 13-12-2.
"I thought we sat back and tried to hold the lead too much," Oilers forward Sam Gagner. "It's something we have to improve upon."
Fernando Pisani said the Oilers gave Crosby too much room.
"We can't just let him do what he wants," Pisani said.
With Pittsburgh down 2-0 early in the third period, Talbot controlled a loose puck in front of Dwayne Roloson and backhanded it past the sprawling goalie.
Pittsburgh tied it 21 seconds later. Letang took a pass from Crosby in the high slot and wristed a whistling low shot past Roloson.
Crosby set up the go-ahead goal at 10:57. He dug out the puck from behind the net and fed it to defenseman Mark Eaton at the point. Eaton's shot bounced off Armstrong at the side of the net and went past Roloson.
Crosby finished it off at 13:30, firing a hard pass through the slot for Whitney's one-timer. Crosby has points in six straight games -- three goals and seven assists.
Nilsson opened the scoring at 5:39 of the first period, and Horcoff made it 2-0 late in the second.
Ales Hemsky returned to the Oilers' lineup after missing two games because of a bruised right knee. ... Pittsburgh's Michel Therrien coached his 350th NHL game. ... Penguins winger Mark Recchi cleared waivers Wednesday, but the Penguins haven't decided whether to buy out his contract or send him to the minors.