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IRVING, Texas (AP) -- When Tony Romo began chasing a snap that flew over his head, two thoughts raced through his mind.

Scouts Buzz

Tony Romo has become one of the most elusive quarterbacks in the NFL since he became the starter in Dallas. In this game, he continued to make plays with his legs and his arm, adding a rushing touchdown to his three passing TDs and using his excellent pocket presence and instincts to improvise and make big plays. This contest got out of hand early in the second half as the Dallas defense rose to the occasion to stymie the undermanned St. Louis offense and Romo exploited the Rams' secondary through the air. -- Ken Moll, Scouts Inc. • Complete Week 4 Scouts Buzz

"Don't give up a touchdown," he said, "and don't get killed."

After making things worse by knocking the ball farther away, Romo finally grabbed it 33 yards behind the line of scrimmage. Yet instead of falling on the ball or throwing it away, Romo took off running.

And running. And running.

By following his blockers and making a guy miss on his own, Romo recovered all the yards he'd lost, plus gained four more -- exactly what the Dallas Cowboys needed on a third-and-3 and in the midst of a sluggish start. That sparked the Cowboys to a 35-7 victory over the St. Louis Rams on Sunday.

"That was a trick play we were working on," coach Wade Phillips said, laughing.

Romo's wild, Staubach-like scramble came just before halftime of a tied game. He capped that drive with -- what else? -- a 15-yard touchdown run. Then he opened the second half with TD passes of 59, 37 and 17 yards, turning what had been a tight early game into yet another easy win for undefeated Dallas and another frustrating loss for winless St. Louis.

"When I first kicked it, I thought, 'Uh-oh, maybe I should've fallen on it,'" Romo said. "You have a sense that people are around you or you don't. And no one was around me."

Offensive coordinator Jason Garrett said his sentiment during the play was similar to a basketball coach seeing a player put up a 30-footer.

"You say, 'No, no ... Hey! Way to go!'" Garrett said.

The Cowboys are 4-0 for the first time since 1995, the year of their last Super Bowl title. The Rams are 0-4 for the first time since 2002, when they opened with five straight losses coming off a Super Bowl loss.

Dallas is literally getting better every week of Phillips' tenure. The defense has gone from giving up four touchdowns in the opener, to three, to none Sunday (the Rams' only score came on special teams). The Cowboys offense, which came in as the highest-scoring in the league, has widened the margin of victory every week.

"Four-and-oh is nice," Phillips said. "It doesn't put us in the Super Bowl, it doesn't put us in the playoffs. But it's good that we're there."

The Rams are another story.

They were without six injured starters and two more suspended, then lost several more to injuries, including Isaac Bruce, who had guaranteed a victory.

Quarterback Marc Bulger played despite two broken ribs and his patchwork line wasn't able to protect him from DeMarcus Ware (one sack, lots of pressure) and Greg Ellis (1 1/2 sacks in his first game since tearing an Achilles' tendon in November). Bulger went 11-of-24 for 114 yards and threw an interception on his final play. He was pulled with 2:16 left in the third quarter and Dallas up by 28.

Coach Scott Linehan said Bulger remains the starter, then became testy when asked about his team's offensive woes, such as going more than 30 straight drives without a touchdown.

"We're looking for solutions," Linehan said. "What do you want me to say? We haven't scored, we haven't executed, we've played very poorly on offense."

Romo was 21-of-33 for 339 yards with three touchdowns and an interception. He ran three times for 24 yards because his long scramble counted for only four no matter how much territory he actually covered.

The play started at the 50, with center Andre Gurode sending a shotgun snap to the 35. Romo caught up to it at the 28, but went into the kind of go-for-broke mindset that drove Bill Parcells batty, leading to a bobble that set him up for the kind of embarrassment he felt after botching a potential winning field goal in the playoffs.

The stakes were much lower Sunday, but this play did come at a crucial time. The score was tied and the Rams were fired up by an 85-yard punt return by Dante Hall. If Romo was stopped, Dallas would have to punt to Hall again.

Romo got control around the 17, turned left and headed back up the field. He juked Raonall Smith around the 30, then kept going until stepping out of bounds at the St. Louis 46.

"That play will go down as one of the greatest plays in the history of the NFL," Ellis said.

The play was so mentally and physically draining, a time out was called. By St. Louis.

"I was like, 'Thank you! I appreciate it!'" Romo said.

Five snaps later, Romo ran for a touchdown that put the Cowboys up 14-7. Dallas broke it open with three third-quarter touchdowns in only 11 plays.

Patrick Crayton caught two TD passes and a career-high 184 yards receiving. Jason Witten caught a TD pass and Julius Jones ran for one.

The only bad news for Dallas was NFL interception leader Anthony Henry spraining his right ankle in the first quarter.

Game notes

Rams rookie RB Brian Leonard had 58 yards on 16 carries in his first start. ... Dallas still doesn't have a first-quarter touchdown. ... St. Louis got its first interception of the year, but didn't get any points off it because Jeff Wilkins missed a 28-yard field goal.