United's FA Cup aspirations ended across the Pennines thanks to Bolton's Scandinavian connections.
Second half goals from Gretar Steinsson and Johan Elmander secured Bolton's place in the fifth round draw and left United to concentrate on the Championship.
More than 5,000 fans, which included 18 coach-loads, saw a battling Blades display but the Premiership side prevented a repeat of United's FA Cup victory at the Reebok Stadium two years ago.
Blackwell made three changes, one very late. Henderson and Camara were recalled with Cresswell and Evans dropping to the bench, whilst Seip was named on the teamsheet but at kick off it was clear that Fortune was partnering Morgan in the heart of the Blades defence. Despite having played Arsenal on Wednesday and a Premiership encounter with Burnley on the horizon, Bolton named a strong team, which included Sheffield-born duo Davies and Cahill.
Despite the fog closing in on the Reebok Stadium at kick-off it was clear to see that boss Blackwell had opted for a two-man attack. It almost paid off within 20 seconds as a shot from Camara was blocked by Knight and Williamson subsequently volleyed just wide. Camara also won a corner from Knight within three minutes as United began brightly, buoyed by the full away end.
It would be unfair to say United were dominant early on but it took until the 18th minute before Bolton registered a chance. Klasnic's pull-back gave Cohen the chance to shoot but Bunn saved and then gathered before Lee arrived. The opportunity was, however, the catalyst for three more in the space of four minutes.
Firstly, Montgomery threaded the ball through the defence to put Camara clear but the striker clipped over the crossbar with just Jaaskelainen to beat and then, for Bolton, Klasnic played in Samuel, but he wasted two shooting chances by trying to turn United's defence inside out. The visitors hit straight back once again but after Knight had failed to deal with Taylor's cross, Williamson and Henderson got in each other's way.
The closing stages of the first period were quiet - both on and off the pitch. Neither side could justifiably claim to be on top nor were there chances aplenty. On 32 minutes a cross from Quinn saw Morgan, under pressure at the back post, head wide, whilst for the home side the threats were coming from Lee on the right but both Klasnic and Cahill were able to convert their headers.
The fog was still evident at the start of the second period but Montgomery was able to see and cut out a cross from Steinsson in the early moments. However, United did not heed the warning of the threat from Bolton's right.
With 48 minutes gone, Davies spotted STEINSSON's burst down the right flank and the Icelandic full-back, faced with a crowded penalty area, shot at goal from an acute angle and managed to squeeze the ball under Bunn, into the far corner of the net.
There was a quick chance for a second Bolton goal but Fortune and Taylor combined to block a shot from Cahill, whilst United attempted to hit back but long-range attempts from Henderson and Williamson barely troubled the home defence.
United, though, were the more offensive team in the middle section of the second period. Henderson's deep cross looked destined for Camara before the slightest of touches from Knight and the introduction of both Ward and Cresswell for the final 15 minutes gave the travelling fans a lift.
Ward dragged a shot wide after teaming up with Montgomery and Camara to open a hole in the Bolton defence and further fresh legs were introduced for the final ten minutes with Evans brought into the action.
Steinnson returned to defensive duties to prevent Henderson getting on the end of Ward's cross before, cruelly, the Blades were caught on the counter attack. With 85 minutes gone Fortune kept ELMANDER on side and the Swedish substitute fired into the same corner that his Scandinavian team-mate found earlier in the half.
The remaining five minutes, plus four of injury-time, saw the Blades unable to seriously test Jaaskelainen. Cresswell was the first and only name to go in the book for a foul on Elmander but the final whistle signalled that United had failed to score for the first time in eight matches.
Bolton: Jaaskelainen, Samuel (Basham 85), Cahill, Muamba, Knight, Davies (Riga 88), Steinsson, Klasnic (Elmander 75), Ricketts, Cohen, Lee.
Unused: Robinson, Al Habsi, O'Brien, Vaz Te.
Blades: Bunn, Montgomery, Morgan, Henderson, Williamson (Cresswell 75), Harper, Taylor, Quinn (Ward 72), Fortune, Walker, Camara (Evans 80).
Unused: France, Bennett, Stewart, Geary.
