Kempny gave Washington a 1-0 lead at 7:28 of the first period, scoring glove side on a wrist shot from the point that beat a screened Vasilevskiy for his first career goal in the Stanley Cup Playoffs.
Nikita Kucherov appeared to tie the game at 19:52, but the Lightning were called for too many men on the ice.
Ovechkin scored a power-play goal 1.8 seconds later off the face-off to make it 2-0. Oshie won the draw back to Kuznetsov, who passed to Ovechkin for a one-timer in the high slot.
"That's just execution," Stamkos said. "Right off the draw we know what they're going to do, they're trying to get it to Ovechkin for a shot. We were just a step behind on our reads today. We can't do that at this time of the year."
Lightning forward Alex Killorn said Eller was trying to set a pick off the face-off, pushing him to the right as he was trying to come out to block Ovechkin's shot.
"It's just one of those things where I probably have to jump out quicker on him," Killorn said.
Beagle extended the lead to 3-0 at 2:40 of the second period, scoring on a backhand from in front. Eller scored to make it 4-0 with a power-play goal at 6:42.
"For the most part, that's the best we played through the neutral zone," Capitals defenseman John Carlson said.
Vasilevskiy was pulled to start the third period and replaced by Louis Domingue, who made seven saves in his NHL playoff debut.
Stamkos made it 4-1 at 3:45 of the third period on the power play, scoring on a one-timer off a cross-ice pass from Kucherov. Palat cut it to 4-2 at 13:03, beating Holtby short side from the left face-off circle.
"It feels like we are all in, and all in is kind of becoming our standard with our play," Oshie said.