Sidney Crosby, Maxime Talbot and Evgeni Malkin scored for Pittsburgh, which blew a two-goal lead in the final 8:01.
Langenbrunner tied it with 31 seconds left in regulation when his backhander in close hit off the skate of Penguins defenseman Ryan Whitney.
Zajac set up the winner, skating out from the right boards past a Penguin and then feeding a cross-ice pass to Langenbrunner for a shot that caught goalie Marc Andre Fleury out of position. It was Langenbrunner's 14th goal of the season and second overtime winner in two games.
Shanahan had started the Devils' comeback with a power-play goal with 8:01 to play, a shot that came 4 seconds after Petr Sykora was given a double winner for hooking and unsportsmanlike conduct.
Until the late heroics, the Penguins seemingly were going to steal a game in which they were outshot 43-16. Crosby and Talbot staked Pittsburgh to a 2-0 lead with goals 20 seconds apart in the first period, and Malkin seemed to lock things up in the third period when he took a pass from Crosby and scored his 20th of the season and the 100th of his career.
Despite being outshot 19-7 in a first-period in which they had to kill off three penalties, the Penguins took a 2-1 lead.
Talbot got the first one, deflecting a point shot by Ryan Whitney about 20 seconds after a delay of game penalty to Chris Minard expired.
A great pass by Malkin set up Crosby for a 1-on-1 chance against Scott Clemmensen, and the Penguins' captain easily beat the goalie with a backhander to the top of the net for his 19th goal of the season. It marked the first time since Nov. 28-29 that he has scored in consecutive games.
Holik cut the deficit in half less than 90 seconds later with a shot in close after a nice feed from behind the net by Brandan Shanahan.
Malkin scored from the right circle in the third after Crosby sent him in alone.
Notes: Before the game, the Devils honored Mike 'Doc' Emrick, their television voice for almost two decades. He recently received the Foster Hewitt Memorial Award from the Hockey Hall of Fame for his contributions as a broadcaster. ... Devils LW Jay Pandolfo was a healthy scratch for the fifth straight game. ... Penguins D Brooks Orpik saved a goal early, blocking Brian Gionta's shot with Fleury out of position. ... John Madden saved a goal for New Jersey, pulling a rolling puck off the goal line to deny Minard.
