Although not officially in charge until Monday, new Hammers boss Gianfranco Zola saw his side go behind after just two minutes, James Morrison ghosting in behind Matthew Upson to head home a Borja Valero centre.
The Baggies should have been at least two up when Mark Noble bundled home a saved Di Michele effort on 28 minutes, and worse was still to come when more poor defending gave Lucas Neill time and space to thrash home a Matthew Upson knock down.
But West Ham's travelling support's euphoria was soon tempered by a bout of poor goalkeeping and refereeing from Rob Green and Lee Probert.
Green had, it seemed, recovered well from a dropped catch to smother the ball at the feet of Leon Barnett only for Probert to point to the spot. Roman Bednar duly stepped up and, waiting for Green to commit himself, struck the ball straight down the middle. All square at the break.
As the clock ticked down it looked as though both teams had settled for a draw but West Brom produced a classic break-away goal. Chris Brunt pulling his shot wide of Green and into the right hand corner of the net after Paul Robinson charged forward and expertly picked him out.
West Ham made a sluggish start to life under Zola, not only conceding an early goal but also possession and a spate of chances.
Both Robert Koren and Bednar had early opportunities to add to the home side's lead. Bednar's opportunity was particularly presentable. He found himself with an open goal after Green had misjudged a Greening corner, but stretching his neck muscles he could only head wide.
After somehow finding himself bearing down on Green's goal, the Slovenian international Koren at least worked Green - the West Ham man producing a fine save to push his effort around the post.
As oft happens to newly promoted sides they lived to rue those missed chances, two quick-fire West Ham goals and the thus far dominant West Brom found themselves behind.
Two minutes later and they were given somewhat of a reprieve when the referee adjudged a legitimate Rob Green challenge to be a penalty. Bednar stepped up and confidently fired straight down the middle of the goal.
West Ham were still in the ascendancy though, and Luis Boa Morte could have restored their advantage in the closing minutes of the half only for Paul Robinson to hurl himself in front of his effort.
The second half followed a similar pattern as that of the first. West Ham were sluggish, while West Brom looked to take an early lead - Bednar was again denied by Green.
After a frantic first half, the second disappointed and was littered with free-kicks - a set-piece looked to be the best avenue of a goal for both sides.
But it was from a West Ham set-piece that the Baggies secured their first win of the season, breaking from a Mark Noble corner Robinson crossed for Brunt and that seemed to be that.
Yet after showing very little attacking endeavour for the whole of the second half, West Ham suddenly burst into life and Parker could have drawn them level in injury time but Carson was equal to it, and with that the Hammers had passed up the chance to record their best Premier League start since 1999
