Vokoun is in his 15th NHL season, but his first with the Penguins and he provided a much-needed dominant performance in goal after Pittsburgh had dropped three of its previous four games.
It was the 49th shutout of his career.
Simon Despres finished the scoring with 9:37 to play.
The Rangers saw their first two-game winning streak of the year come to an end. Henrik Lundqvist turned aside 26-of-29 shots for New York.
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