But Paul Ince's men scored three goals in the last 20 minutes through Baldock and substitutes Martin Devaney and Jermaine Easter to end their three-match losing run in dramatic fashion.
Baldock put the Dons ahead in the 35th minute when he raced onto Aaron Wilbraham's flick and poked the ball past the on-rushing Andy Marriott.
Corr's quick-fire double soon after the break put Exeter 2-1 up - his first goal a 50th-minute near post header and his second a close-range strike four minutes later that went in via the post. Stansfield then sprinted clear on to fellow substitute Troy Archibald-Henville's pass to make it 3-1 in the 67th minute.
But Baldock pulled a goal back from close range in the 70th minute and substitute Devaney headed into the top corner with his first touch four minutes later to make it 3-3. And fellow substitute Easter completed an amazing comeback win for the Dons when he headed in Devaney's cross in the 86th minute.