En route to the finals, he scored the game-winning, quintuple-overtime goal in the fourth-longest playoff game in NHL history in Game 1 of the Western Conference Semi-finals against the Dallas Stars. While the 2004–05 NHL lockout was in effect, Sýkora played for Metallurg Magnitogorsk of the Russian Superleague (RSL), scoring 31 points in 45 games. As NHL play resumed in 2005–06, Sýkora requested to be traded from Anaheim and on January 9, 2006, the New York Rangers acquired Sýkora in exchange for young defenceman Maxim Kondratiev and the return of a fourth-round draft pick the Rangers had previously traded to Anaheim. After completing the season with New York, it was announced on July 7, 2006, that Sýkora would not return to the Rangers, and he was subsequently signed to a one-year deal with the Edmonton Oilers. On a line with countryman Aleš Hemský, Sýkora maintained the previous few seasons' scoring output and managed 53 points. In July 2007, Sýkora signed a two-year contract with the Pittsburgh Penguins as an unrestricted free agent. After initially playing with Sidney Crosby, Sýkora was later lined up with Evgeni Malkin after Crosby suffered an injury towards the end of the season. Benefiting from his high-caliber linemates, Sýkora enjoyed his best offensive season since 2000–01, tallying 63 points. Reaching the 2008 Stanley Cup Finals against the Detroit Red Wings, Sýkora scored a triple-overtime goal on the powerplay in Game 5 after previously telling on-ice reporter Pierre McGuire he would score the game-winner. With the Penguins down 3–1 in the series, Sýkora's goal forced a Game 6. However, the Penguins could not stave off elimination for a second straight game and lost the Cup to Detroit. The series marked Sýkora's fourth time playing in a Stanley Cup Final. The following season, on December 11, 2008, Sýkora scored his eighth, ninth and tenth goals of the season for his first career NHL hat-trick against the New York Islanders at Mellon Arena. Sýkora had previously recorded 38 career two-goal games in his career, the all-time NHL record for most two-goal games without a single hat-trick.