Karlsson gave the Golden Knights their first lead, 4-3 at 3:20 of the third period on a wrist shot from the left circle, and Marchessault made it 5-3 at 6:41 when he batted a loose puck through traffic.
O'Reilly made it 5-4 at 13:20, a one-timer from the slot for St. Louis' second power-play goal.
Eichel made it 6-4 at 15:48 on a shot from the slot through a screen.
Pacioretty's empty-net goal at 17:44 made it a 7-4 final.
"The guys played hard," Vegas coach Peter DeBoer said. "Again, not the greatest circumstances, as we know. We didn't mail it in. We showed up like we did most nights this year and battled hard and found a way to win. There'll be time to reflect on the bigger picture but, you know, at least we can feel good about the effort we put in tonight."
NOTES:Marchessault matched his NHL career-high with 30 goals; he had 30 with the Florida Panthers in 2016-17. ... Stone has 22 points (eight goals, 14 assists) in 22 games against the Blues. ... Pacioretty has 21 points (13 goals, eight assists) in 22 games against St. Louis. ... O'Reilly became the ninth Blues player to reach 20 goals, one off the St. Louis record of 10 in 1980-81; he has seven points (four goals, three assists) the past three games and 20 points (10 goals, 10 assists) in 19 games against the Golden Knights. ... Kyrou has seven points (two goals, five assists) in his past three games. ... St. Louis defenseman Torey Krug had two assists to give him 14 points (two goals, 10 assists) the past 13 games.