Cristiano Ronaldo put Madrid level at 2-2 on the night in the first period of extra time when he scored his 100th Champions League goal.
Much like the first leg, Madrid weathered the early storm and had plenty of chances to go in front before half time.
"Arturo's card was not a card and then two goals for Cristiano were offside", said the Italian. We scored two goals.
"In the key moments Ronaldo is always there", said Zidane after the game.
Bayern Munich left the Santiago Bernabeu furious with referee Viktor Kassai and his team of assistants after being knocked out of the Champions League by Real Madrid on Tuesday.
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"I understand the public and Cris", he said.
"We played a lot of hard matches this season, but this one was the most hard one", Zidane said.
"The important thing was to go through and I was lucky to play from the start". Arjen Robben drew a foul on the left edge of the box, pushing the ball past Casemiro, who is playing on a yellow.
But in the 76th minute, Cristiano Ronaldo stretched his record of UEFA goals when he headed Madrid ahead, after a Casemiro cross.
There was no penalty for Bayern's first goal.
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"Honestly, I am professional and when you are professional you perform in ideal conditions and non-ideal conditions", he added. It may be too late in Arsene Wenger's career for him to evolve massively, but it doesn't mean he's entirely stuck in his ways.
However, Real's celebrations were very short-lived as just a minute later the ball ricocheted around their box and Ramos turned into his own net.
Asensio added insult to injury late on as Real Madrid romped to a convincing win, but it's one that Bayern, who have now gone out to Spanish opposition for the fourth consecutive season, will feel was made easier by several glaring errors by the officials.
Bayern was trying to become only the third team to reverse a first-leg home loss in Champions League history, along with Inter Milan in 2011 and Ajax in 1996.
Security guards and Bayern fans got into a confrontation at the stands at halftime but the altercation ended quickly.
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After the match, Allardyce spoke to Sky Sports about how important the point is: "It's a tremendous point for us". With all of the chances that they created, they will feel a point is fully deserved.