Theodore made 10 stops each in the first and second periods and whitewashed the Penguins on four power plays in notching his first shutout of the season for Minnesota, which remained undefeated in 2011 and won for the sixth straight time in Pittsburgh.
Martin Havlat and Kyle Brodziak each netted a goal and an assist, and the Wild also got tallies from Cal Clutterbuck and Chuck Kobasew.
The Penguins were playing their second game without superstar Sidney Crosby, who is out with a mild concussion.
Marc-Andre Fleury let in all four goals on 36 shots for Pittsburgh.
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