In an emotional farewell to their home of 112 years, headers from Michail Antonio and Winston Reid secured a 3-2 victory. West Ham will move into the Olympic Stadium next season.
Diafra Sakho gave hosts the lead before Anthony Martial put United ahead with two second-half goals.
There were violent scenes outside the ground pre-match, however, as bottles were thrown at the Manchester United coach as it made its way into the ground.
The Metropolitan Police confirmed a police officer and a member of the public were hurt, with the Football Associaiton confirming it will launch an investigation.
Kick-off was delayed by 45 minutes but West Ham were quickly out of the blocks and, although United rallied after the break, Bilic ultimately saw his team win and severely dent United's hopes of Champions League qualification.
“It’s a great night,” he told Sky Sports.
“It’s our history and it’s not just a game. It’s against them, (United) it’s fighting for Europe and everything, a late night game – it couldn’t be better.
“All the boxes you need to have a special kind of a game, it was tonight. All the boxes were there, Man United, late night ... thriller, five goals ... so brilliant.”
Bilic felt the victory was well-deserved and praised his players for dealing with such an emotional situation.
He said: “It was a special game, it was big, big pressure for us although we’ve had a great season and I told the guys ‘whatever, you ... however we finish the last couple of games, this season has been great for West Ham in terms of breaking a few records and everything’.
“We were till the end in a couple of competitions and battling for the Europa League and a good run in the FA Cup so it was good, very good or excellent, but we were under pressure.
“We didn’t want to lose our last game at this fantastic stadium. We just wanted to win and this was a win of character.
“We didn’t stop believing because we were unlucky to be 1-1 all the time.
“Okay, they are Manchester United and they have scored a couple of great goals.
"We knew that they were highly motivated because it meant a lot to them as they could have overtaken Manchester City but we should have been more than 1-0 up at half-time."
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