New York (CNN) Twenty-six times, Serena Williams had played a grand slam match in 2015. And all 26 times she emerged triumphant.

But in her 27th encounter, the world No. 1 came unstuck against a stubborn Italian, Roberta Vinci, who wasn't even seeded at the U.S. Open.

Vinci, best known for formerly being the world's top-ranked doubles player, stunned Williams 2-6 6-4 6-4 in one of the greatest shocks in tennis history to end the American's chances of completing the calendar-year grand slam.

Williams had toiled in quite a few of her past grand slam tussles this year but always found a way to win. Not against the 43rd-ranked Vinci, though, who not only overturned a set deficit but came back from 2-0 down in the third against the three-time defending champion.

"I don't want to talk about how disappointing it is for me," Williams began in her press conference, which was brief. "If you have any other questions, I'm open for that."

Prior to Friday, Vinci lost all four of their head-to-heads without claiming a set.

This will be the first Grand Slam final between two Italians as well as 2 women over thirty in the open era. #usopen pic.twitter.com/KXMiIFS8QH — US Open Tennis (@usopen) September 11, 2015

So, instead of Williams trying to emulate Steffi Graf's achievement of 1988, it will be an all-Italian U.S. Open final Saturday after Flavia Pennetta upset second-ranked Simona Halep 6-3 6-1 in Friday's first women's semifinal. That was a minor upset in comparison to Vinci's scalp.

They're probably saying "Forza Italia" back in Italy.

The fans who'll show up in New York will thus be watching history, just not the type they were expecting.

"I don't think I played that bad," said Williams. "I made more unforced errors than I normally would make, but I think she just played really well. She did not want to lose today. Neither did I, incidentally. But she really didn't, either."

Williams discounted pressure being a factor in the defeat.

"I told you guys I don't feel pressure," she said. "I never felt pressure. I never felt that pressure to win here. I said that from the beginning.

Photos: Photos: Did this really happen? Yes, it did. Serena Williams, for the first time this year, left a grand slam match as the loser. Roberta Vinci pulled off the feat at the U.S. Open. Hide Caption 1 of 9 Photos: Williams' forehands and other parts of her game deserted her, especially in the third set. She lost 2-6 6-4 6-4 and so there will be no calendar year grand slam. Hide Caption 2 of 9 Photos: Williams, as she has done this year when in trouble, willed herself on with shouts of, "come on." But in Friday's semifinal ... Hide Caption 3 of 9 Photos: She was matched by Vinci, who was unseeded and ranked 43rd. The Italian had lost all four of her previous matches against Williams and didn't claim a set. Hide Caption 4 of 9 Photos: Vinci was delighted to win and charmed the crowd with her post-match interview. But she also spared a thought for Williams, who was the crowd favorite playing at home in the U.S. Hide Caption 5 of 9 Photos: Williams made a quick exit and was also brief in her press conference. She said all the pressure of trying to win four majors in one season -- something not accomplished since 1988 -- didn't affect her. Hide Caption 6 of 9 Photos: For the first time, there will be an all-Italian grand slam final because Flavia Pennetta beat No. 2 Simona Halep in another upset, 6-3 6-1. Hide Caption 7 of 9 Photos: Pennetta served well from the middle of the first set onward and at one stage in the second set claimed 15 straight points. Hide Caption 8 of 9 Photos: But there was disappointment for Halep, who said she succumbed to nerves. It wasn't the first time it happened at a grand slam. Hide Caption 9 of 9

"I made a couple of tight shots, to be honest, but maybe just about two.

"But that, I think ... in any normal match you make two tight shots. Other than that, I don't think I was that tight."

Vinci disagreed.

Men's No. 1 Novak Djokovic, meanwhile, didn't suffer the same fate as Williams. He crushed defending champion Marin Cilic 6-0 6-1 6-2 to reach Sunday's men's finale against Roger Federer. Djokovic became the second man in the last 45 years -- after Federer -- to make all four grand slam finals in one season.

Federer thumped fellow Swiss Stan Wawrinka 6-4 6-3 6-1 in the second semifinal and at 34 is the oldest men's finalist at the U.S. Open since a 35-year-old Andre Agassi in 2005. Agassi lost to Federer.

Djokovic downed Federer in the Wimbledon final although the 17-time grand slam winner saw off the Serb in Cincinnati.

Pennetta and Vinci were born in the same region, Puglia, and Pennetta, too, is a former doubles No. 1, but they possess completely different styles.

Pennetta is a power baseliner with a forceful, dependable backhand, while Vinci authors a wicked slice on the backhand and likes to move forward. She offers foes little pace.

The slice and other parts of Vinci's game worked to begin with but after she broke for 2-1 in the first set, Williams found her intensity and the outcome of the opener became predictable.

When Williams fended off three straight break points early in the second -- one with a stunning, angled backhand passing shot -- romping to the finish line seemed like the inevitable conclusion for the American.

However, Vinci -- at nearly 33, the oldest first-time women's grand slam semifinalist in the Open Era -- was in no hurry to exit center court.

She broke for 3-2 and held for 5-3 after Williams missed a crosscourt forehand on break point with the court exposed. Vinci saved another break point at 5-4 by smashing a forehand before taking the set by forcing an error.

Vinci was jubilant. Williams, meanwhile, slammed her racket to the ground when at her chair.

Order appeared to be restored when Williams grabbed a 2-0 lead in the decider; Vinci rallied for 2-2.

Williams looked close to tears but her mood changed dramatically when she crushed a backhand on the line in the fifth game.

Despite Vinci's resistance, no-one would have thought Williams would exit. After all, she overcame health issues at the Australian Open and French Open -- in the latter, third sets were the norm -- and then at Wimbledon, Williams was two points away from losing against 59th-ranked Heather Watson in the third round.

The key game of the third set, the one that indeed proved decisive, came at 3-3.

For the 1st time in 4 years we will have a new #usopen champ. Congrats to @serenawilliams on a great season. pic.twitter.com/ARni52gmfE — US Open Tennis (@usopen) September 11, 2015

Williams struck 16 aces to go along with only four double faults overall, but two helped Vinci in that seventh game. Later capping a stunning rally by hitting a touch volley, Vinci implored the pro-Williams crowd to show her some appreciation.

They did.

But they were less enthusiastic when Vinci broke for 4-3.

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There was no Williams escape act Friday, Vinci serving it out without difficulty before raising her arms in the air. Jubilant, Vinci nonetheless spared a thought for Williams.

"I was a little bit sorry for (her) because for me she cannot (win) the grand slam," said Vinci, who drew laughs with one-liners in her press conference.

Williams tallied 50 winners and 40 unforced errors. Vinci had more unforced errors than winners (20 to 19) yet won most of the important points, a rarity against the 21-time grand slam champion.

Not since Wimbledon last year had Williams tasted defeat at a major, ousted back then by 25th seed Alize Cornet in round three.

Like Vinci, world No. 26 Pennetta probably won't ever want to leave New York. She has made at least the last eight in six of her last seven visits, but has one major quarterfinal appearance outside the Big Apple.

Pennetta's form, by her own admission, wasn't spectacular heading into the U.S. Open. But the result against Halep came one round after Pennetta -- who leads Vinci 5-3 in their duels -- sent two-time Wimbledon champion Petra Kvitova packing.

Halep lost her focus after failing to convert break points in the third game, with Pennetta breaking in the fourth and never loosening her grip in the first set.

The Romanian's revival in the second set -- she led 3-1 -- ended in unbelievable fashion, as Pennetta captured 15 straight points to take a stranglehold on the affair.

No wonder Halep shook her head as she exited the court and made her way to the locker room. Nerves have affected Halep at grand slams and she said it was an issue once more.

The tennis world was collectively shaking its head in disbelief about two hours later.