Allardyce watched Burnley come from behind to win and said: "It is a disappointing result for us after a fantastic performance. Unfortunately we haven't got the win we wanted and instead of taking the point as we always talk about, we have thrown it away.
"It is not because we haven't played well, it is not that we haven't dominated, it is about the fact we have switched off on two occasions - the only two dangerous situations they had in the whole game. It was one of those days.
"We have hit the post a couple of times and balls are flashing in front of goal and dropping down and just not dropping to us. It was a shame after such a wonderful goal from Kevin Nolan. His quality was outstanding to get us on our way."
He added: "Really we have no excuses. We shouldn't have lost. We have and we just have to accept it. It was tremendous commitment from the players, just not the right result today unfortunately.
"Sometimes these things happen. It is the first time we have lost a game of football from in front. If they had created lots of chances I could say they deserved the win but they have pinched one. That happens in a long old season, sometimes you don't get what you deserve."
Eddie Howe had said we'd go to West Ham without fear but admitted just what a tough game it was going to be for us. After the 2-1 win he said: "That is the best result of my time here, without a doubt. I wouldn't say the best performance because it wasn't pretty, but it was effective and sometimes you have to do that away from home.
"I make no apologies because that's another massive win. Without a shadow of a doubt the best win of the three in a row. To come to West Ham, one of the best sides in the division, you know you have to fight and dig in.
"We've defended magnificently today. We have taken a lot of stick for our defensive performances and probably justified. We'll take that on the chin, but likewise we have to credit the back four and the goalkeeper when they do well.
"They are top players and we throw bodies in the way. Michael Duff led the back four magnificently and David Edgar is getting better all the time, but I was pleased with the whole team today. It wasn't pretty at times, but we showed great character and resolve and got the result in the end."
Howe was full of praise for the returning Dean Marney, getting his first league start since the defeat at Peterborough. "We hoped to frustrate West Ham and get the crowd a little bit edgy, knowing that we had Sam (Vokes) and Ross (Wallace) to throw on if we needed a goal," Howe added.
"But I thought everyone played their part today, including the substitutes and it's really good to know you have a strong bench that can make a difference. We haven't had that much this season and both Sam and Ross were outstanding when they came on.
"We've come from behind a few times this season and that all bodes well for the character and spirit within the group. I think we are getting there and I can't speak highly enough of them as individuals. They are a pleasure to work with and they get more and more receptive to our ideas.
"I wouldn't say we are the finished article at all and we won't get carried away. It's during the losing periods you have to stick to your beliefs and we have tried to do that. It's the same during the good run. We are not suddenly going to win every game, but we think we are going in the right direction and that's the key thing to us."