Featuring Birmingham City, Swansea City, Tottenham Hotspur and even Chelsea.
Five of the last seven managers to win the competition have found themselves out of a job before the next cup final the following season.
Since the Swans' 5-0 drubbing of Bradford City at Wembley Stadium last February, they have registered just eight Premier League wins and find themselves embroiled in a battle for survival this season while contending with a crippling injury crisis and a Europa League campaign.
Laudrup won plenty of pundits during his time in south Wales for his expansive brand of football and his attention to detail but things soon turned sour after the cup success, with the European venture the sole consolation on an otherwise drab showing thus far.
They exited the Capital One Cup at the first hurdle to Birmingham City but have secured a FA Cup fifth-round berth by beating the same opposition. And while they advanced from their Europa League group, their chances of prolonging their stay in the competition are increasingly unlikely having been drawn against Napoli in the knockout stages.
Remarkably, Laudrup became the fifth manager out of the last six to win the formerly-known league cup who has lost his job before the next final came around.
The incredible run started back in 2007 when Jose Mourinho's Chelsea side saw off Arsenal 2-1 as the Blues recovered from Theo Walcott's first-half strike to down the Gunners with a Didier Drogba double.
Mourinho secured the double that year, bringing home the FA Cup thanks to a Drogba winner against Manchester United but failed to win a title for the first time without a league title win in five years and an elusive Champions League also never arrived, with Liverpool sending the Blues out in the semi finals.
The Portuguese would leave the club by mutual consent in September of that year after falling out with Roman Abramovich and set in motion an incredible trend.
The next season Juande Ramos' ill-fated spell at Tottenham at least delivered the club's first trophy since 1999 to maintain his record of having never lost a cup final after five successes at Sevilla.
Drogba, yet again, was the Chelsea scorer in a final before Dimitar Berbatov levelled from the spot.
Jonathan Woodgate snatched the winner in extra time to enhance Ramos' reputation and delivered a much-overdue trophy for the club, their fourth league cup win.
The start of the 2008/2009 campaign was a miserable one for Spurs, however, picking up just two points from their opening eight games and was sacked by the club on 25 October, with Harry Redknapp taking over the White Hart Lane hotseat.
2009 and 2010 saw two consecutive wins for Manchester United and former manager Sir Alex Ferguson was the only man who did not suffer the fate his other predecessors encountered, after masterminding wins against Spurs (4-1 on pens) and Aston Villa (2-1).
But his fellow Scot Alex McLeish was not so lucky. His plucky Birmingham side were the undoubted minnows up against Arsenal but the Blues were well worth their win, as Obafemi Martins capitalised on slack defending from Laurent Koscielny and Wojciech Szczesny to claim a remarkable victory for the Midlands outfit.
McLeish could not save Birmingham from the drop however, relegated on the final day after a 2-1 defeat at Tottenham meant Wolves escaped the drop against all the odds. It was a bittersweet moment for McLeish, who had sealed a first trophy for 48 years for the club but relegation left the club in disarray and he quickly jumped ship, leaving less than a month after the season's end.
Kenny Dalglish was the next to suffer from the curse. His Liverpool side had seen off a resilient Cardiff side on penalties in the 2011/2012 season cup final to lift their first silverware in six years, but poor league form meant the Scot also found himself out of a job, with the Reds eventually finishing in 8th, below Merseyside rivals Everton.
With Laudrup also suffering the same fate, the Dane will most likely warn Manuel Pellegrini and Gus Poyet, the managers of this year's finalists Manchester City and Sunderland, of the perils that lie in store after triumphing in this competition...
image: © Christopher Elkins