Jussi Jaaskelainen pulled off a string of fine saves as West Ham held Southampton to a goalless draw in difficult conditions at St Mary's.
In a match devoid of many moments of class, the oldest man on the pitch proved decisive as Saints were denied a first home win of the season.
The 38-year-old was first called into action after 11 minutes, somehow keeping out a Dani Osvaldo effort when it looked easier to score - the best chance of a tepid first half in which Kevin Nolan had a goal ruled out for offside.
Lambert hit the post moments after play resumed, with the England international, making his 200th Southampton appearance, then denied by Jaaskelainen as Mauricio Pochettino's side pushed for the opener.
The veteran Finn, supported impressively by James Collins and Winston Reid, was also at his best to stop Morgan Schneiderlin, who was lucky not to be booked in the first half for a poor tackle on Mohamed Diame.
Referee Andre Marriner chose not to even award a free-kick for that challenge and was in the spotlight again after adjudging a Joey O'Brien lunge on Adam Lallana only worthy of a booking.
Heading into the game, much of the talk revolved around Ravel Morrison.
The highly-rated but unpredictable 20-year-old was handed his first Premier League start in place of Stewart Downing, who has joined Andy Carroll, Joe Cole and George McCartney in the treatment room.
Southampton brought in Nathaniel Clyne, Jay Rodriguez and Luke Shaw, with the latter almost caught out in the opening minutes.
Diame impressively controlled a crossfield ball and turned the teenage left-back, giving him space to sting the palms of Artur Boruc.