Lazio reached the Coppa Italia final despite a second-leg defeat against city rivals Roma.
With a 2-0 aggregate lead, Lazio scored in either half through Serbian midfielder Sergej Milinkovic-Savic and Italian forward Ciro Immobile.
Former Chelsea attacker Mohamed Salah scored twice for Roma, and Stephan El Shaarawy once, but Lazio progress to a third final in five years.
They will face Napoli or Juventus – who play on Wednesday – in the final.
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