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Henrik Lundqvist (30) and the New York Rangers could be swept out of the second round by the Pittsburgh Penguins on Thursday. ((Bruce Bennett/Getty Images))

The reeling New York Rangers will look to overcome injuries and history as they face the Pittsburgh Penguins in a do or die Game 4 at Madison Square Garden on Thursday (7 p.m. ET, CBC, CBCSports.ca).

Injuries haven't been an excuse for New York falling into a 0-3 hole against the Penguins, but they've certainly become a major concern going into a must-win game.

All-league agitator Sean Avery made the biggest headlines on Wednesday, as initial reports suggested that he had suffered a cardiac arrest and was not breathing when he arrived at hospital.

The Rangers contradicted that report, saying Avery had suffered a lacerated spleen, likely during the first period of Tuesday night's 5-3 loss to Pittsburgh.

Rangers spokesman John Rosasco said Avery, 28, was evaluated at the arena, then rode in a car with team physician Dr. Andrew Feldman to St. Vincent's Medical Center and walked in shortly after the game.

"He was never in a life-threatening situation," Rosasco said.

A CT scan revealed the lacerated spleen, the team said, and it didn't require surgery. However, Avery remained in an intensive care unit Thursday.

"He won't be removed from there until it stops bleeding, and it hasn't," Rosasco said after the Rangers held their morning skate before Game 4.

Avery is expected to make a full recovery but won't return this season.

It's a big setback at the worst possible time for New York, which is 33-14-10 with Avery in the lineup this season and just 9-13-3 when he was out with injuries. When the forward was acquired from the Los Angeles Kings in February 2007, he sparked the team's playoff run, during which the Rangers went 17-6-6 in games he played.

"He's an important part of our team, obviously," forward Brandon Dubinsky said. "At the same time, we have a job to do, and it starts (Thursday) night. We can't sit here feeling sorry for ourselves and being sad and having the 'poor me' thought because one of our players is out."

Unfortunately for the Rangers, it looks like they could be without more than one player for Game 4.

New York's depth took a shot — literally — as centre Blair Betts might have a concussion and facial fractures after he was struck while blocking a shot in the second period of Game 3. He's been ruled out for Game 4.

Chris Drury suffered what's believed to be a rib cage injury late in Tuesday's first period. Like Avery, Drury tried to play through the injury, but had to leave the game for most of the second period before returning in the third, when he could barely lift his arms.

Drury however, did skate on Thursday morning and will be a game-time decision.

"He'll dress in the warm-up," New York head coach Tom Renney said. "It's looking good."

Both centres are key penalty killers and their loss would loom large against a Penguins team that's scored three game-winners on the power play in the series.

Rangers aim to defy history

The Rangers are going to need all the help they can get if they hope to become just the third team in NHL history to come back after dropping the first three games of a best-of-seven.

The 1942 Toronto Maple Leafs in the finals versus the Detroit Red Wings and the 1975 New York Islanders in the second round against Pittsburgh are the only teams to achieve that goal.

Three second-round matchups in this year's playoffs have seen teams down 0-3. The Colorado Avalanche, who also have been decimated by injuries, could be eliminated on Thursday with a loss at the Pepsi Center in Denver.

New York can try and draw inspiration from the San Jose Sharks, who managed to stave off elimination against the Dallas Stars on Wednesday night in Game 4 of their series.

"Outside this room I don't think there is many people who think we can turn it around," Rangers captain Jaromir Jagr said. "But what's important is that I think we do. I think because we have nothing to lose, it makes us a very dangerous team."

Penguins focused on Game 4

Despite momentum, history and health tipping the scales in their favour, the Penguins know that pushing their perfect playoff record to 8-0 won't be easy.

"We all realize how hard we have worked to get to this point," Penguins captain Sidney Crosby said. "We cannot get caught [looking ahead].

"We have to keep the same mindset we have had all playoffs, [which is] worry about the next one. I think we have done a good job of playing the game, erasing it and focusing on the next one."

The Penguins can credit those timely game-winning goals on the power play for building a big series lead, but their penalty killing has been equally adept.

New York has scored just once with the man advantage in 14 opportunities this series. In Game 3, the Rangers were given three straight advantages within a 2:08 span early in the second period, but couldn't convert. The overlap gave them two 5-on-3 power plays but they still failed to score.

Penguins starting goaltender Marc-Andre Fleury also continues to provide a solid last line of defence — stopping 82 of 89 shots he's faced from the Rangers in the second round.

Fleury kicked out 36 shots in Game 3, improving to a sizzling 15-1-1 in his last 17 starts.

"The penalty kill and Marc were incredible tonight," Crosby told CBC Sports after Game 3. "With the desperation they had, we tried to do our best to match."

If the Penguins can match what's sure to be a desperate Rangers squad on Thursday, they'll find themselves back in the Eastern Conference final for the first time since the 2000-01 season.

With files from the Associated Press