Yes the league is very difficult but the fa and carling cups are winnable trophies.
FA Cup
2008 Portsmouth 1-0 Cardiff
2007 Chelsea 1-0 Manchester United
2006 Liverpool 3-1 penalties
3-3 after extra time West Ham United
2005 Arsenal 5-4 penalties
0-0 after extra time Manchester United
2004 Manchester United 3-0 Millwall
2003 Arsenal 1-0 Southampton
2002 Arsenal 2-0 Chelsea
2001 Liverpool 2-1 Arsenal
2000 Chelsea 1-0 Aston Villa
1999 Manchester United 2-0 Newcastle
1998 Arsenal 2-0 Newcastle
1997 Chelsea 2-0 Middlesbrough
1996 Manchester United 1-0 Liverpool
1995 Everton 1-0 Manchester United
1994 Manchester United 4-0 Chelsea
1993 Arsenal 2-1 Sheffield Wednesday
1992 Liverpool 2-0 Sunderland
1991 Tottenham Hotspur 2-1 Nottingham Forest
1990 Manchester United 4-3 Crystal Palace
1989 Liverpool 3-2 Everton
1988 Wimbledon 1-0 Liverpool
1987 Coventry City 3-2 Tottenham Hotspur
1986 Liverpool 3-1 Everton
1985 Manchester United 1-0 Everton
1984 Everton 2-0 Watford
1983 Manchester United 6-2 Brighton and Hove Albion
1982 Tottenham Hotspur 2-1 Queen's Park Rangers
1981 Tottenham Hotspur 4-3 Manchester City
1980 West Ham United 1-0 Arsenal
League Cup
1980 Wolverhampton Wanderers 1 Nottingham Forest 0
1981 Liverpool 2 West Ham United 1 (after 1-1 draw)
1982 Liverpool 3 Tottenham Hotspur 1 (aet)
1983 Liverpool 2 Manchester United 1 (aet)
1984 Liverpool 1 Everton 0 (after 0-0 draw)
1985 Norwich City 1 Sunderland 0
1986 Oxford United 3 Queen's Park Rangers 0
1987 Arsenal 2 Liverpool 1
1988 Luton Town 3 Arsenal 2
1989 Nottingham Forest 3 Luton Town 1
1990 Nottingham Forest 1 Oldham Athletic 0
1991 Sheffield Wednesday 1 Manchester United 0
1992 Manchester United 1 Nottingham Forest 0
1993 Arsenal 2 Sheffield Wednesday 1
1994 Aston Villa 3 Manchester United 1
1995 Liverpool 2 Bolton Wanderers 1
1996 Aston Villa 3 Leeds United 0
1997 Leicester City 1 Middlesbrough 0 (aet, after 1-1 draw)
1998 Chelsea 2 Middlesbrough 0 (aet)
1999 Tottenham Hotspur 1 Leicester City 0
2000 Leicester City 2 Tranmere Rovers 1
2001 Liverpool 1 Birmingham City 1 (aet, 5-4 pen)
2002 Blackburn Rovers 2 Tottenham Hotspur 1
2003 Liverpool 2 Manchester United 0
2004 Middlesbrough 2 Bolton Wanderers 1
2005 Chelsea 3 Liverpool 2 (aet)
2006 Manchester United 4 Wigan Athletic 0
2007 Chelsea 2 Arsenal 1
2008 Tottenham Hotspur 2 Chelsea 1
2009 Manchester United 0 Tottenham Hotspur 0 (aet, 4-1 pen)
Seems like the same ol story here as well aside from the odd blip.
Sorry Newcastle fans for taking your thread off topic, I'll butt out.