They have now completed the full set - and have got their sights set on more.
Jurgen Klopp has not just created a winning machine but he has built arguably the greatest Liverpool team of all time. The FA Cup means Klopp has now won every major trophy on top of the Premier League title, Carabao Cup, Champions League, European Super Cup and Club World Cup.
They have still got another Champions League final with Real Madrid at the end of this month and have pushed the title race with Manchester City into the final week of the season. It is a remarkable achievement built on spirit and determination because they were running on empty at Wembley after a gruelling, impossible season.
Klopp’s Liverpool are rewriting the history books with an era of success comparable to the great teams of the 1970s and 80s under Bill Shankly and Bob Paisley even with their league titles and European Cups. This era is more demanding, faster and they are also having to share their success with Pep Guardiola’s City.
If City were not on the scene, Liverpool would be just as dominant - if not more so - than in the 70s and 80s. And yet Klopp is still winning the biggest prizes. It is just like the golden age of tennis when Roger Federer, Rafa Nadal and Novak Djokovic sharing slams. There has never been an era like this.
But the positive is that Liverpool and City are pushing each other to new levels and new heights and, finally, Liverpool are winning the trophies they deserve because this team deserves to be remembered among the greats.
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It may take time to fully appreciate this generation. But Klopp insisted it is difficult to compare because legends like Ian Rush and Sir Kenny Dalglish did not have the chance to use modern training methods.
"If you think 20 years ahead and look back, it's really special,” said Klopp. "Jordan Henderson will probably be a pundit or something. But he will be the first - hopefully not the last - to win all four trophies, or however many it is.
"We don't finish, I can't say where this team ranks and I know a few players of these teams but I cannot say how they played but I'm pretty sure they were the best at the time.
"But meanwhile, we know so much more about training, so much more about sports science and all these kind of things and that's why these boys are so much fitter than the previous teams. It's nothing to do with football talent or whatever.
"If the players like Rushie or Kenny had been able to train like today, that would have been crazy. We don't stop here, we just take the time to enjoy it for a few minutes.” Klopp has not always taken the domestic cups seriously, he has prioritised bigger trophies in the past. But in the first season they have really gone for it, they have ended up winning them both.
What an incredible achievement. Trent Alexander-Arnold, at 23 years of age, has become the youngest Englishman to win all of the major club trophies in domestic football. Alexander-Arnold was incredible at Wembley and epitomised this Liverpool team. Socks rolled down as ever, he sprayed passes and chased back to make two goal-saving interceptions. And people say he cannot defend.
He was out on his feet towards the end. But just when you thought Liverpool had nothing left, they found something extra. That is what sets them apart. Liverpool veteran James Milner was as fit at 36 when he came on as many far younger than him but he also insisted some of the younger ones must cherish these moments.
Milner said: “You never know when it’s going to be your last. You go into the dressing room after the game and all of the lads are straight on their phones. I’m saying: ‘You’ve won the FA Cup - get off your phone!’
“Yeah, you get 40 or 50 messages but you get on the bus and you can deal with that. You are lucky to be a footballer, lucky to play in any final and to win ten medals, if you’ve said that to me at the start of my career then I’d have been pretty happy!
“I said to Trent: ‘don’t get bored of it!’ What an incredible player he is but he’s got to be. He deserves everything but you never know when things are going to change and you have to enjoy it.”
It was another dramatic, tense and nail-biting 120 minutes when both teams could have won it but ultimately came down to the fine margins of penalties and Alisson’s brilliance in saving from Mason Mount before Kostas Tsimikas became the unlikely hero.
