Croatia came from behind to win 2-1 in the semi-final clash in Moscow, with Mario Mandzukic claiming the victor in the 109th minute after Ivan Perisic had earlier cancelled out Kieran Trippier's free-kick opener.
Goalkeeper Danijel Subasic says he will play through the pain against England after he needed treatment on a muscle problem against Russian Federation before becoming Croatia's spot-kick hero for the second round running.
"Did we expect to be in this position?"
Agence France Presse photographer Yuri Cortez found himself pinned to the ground by players as they tumbled over each other into advertising boards next to where photographers were taking shots.
"Our country's been through some hard moments in terms of unity and football has the power to do that".
"I just feel so disappointed".
"It's too easy to sometimes move on too quickly".
England's match in Moscow on Wednesday night will be for a place in the World Cup final against France on Sunday at the Luzhniki Stadium, but Southgate believes his side will not face an easy route to get there.
"For us as a team, it's another chance to create a small piece of history".
"We are in the final. We've proved to ourselves and our country that is possible". Now we have a new benchmark, a new level of expectation.
A drummer played Bradford City favourite "Take Me Home, Country Roads", and also "England" and the one everybody has been chanting everyday recently, "It's Coming Home".
But the singing and cheering was silenced in the second half after Ivan Perisic headed home past Jordan Pickford around the 60-minute mark.
The Three Lions once again scored from a dead ball situation, their eighth set-piece goal of this World Cup.
"I'm completely devastated at the result, more than I thought I would be", he said.
"You've got all these other teams that are struggling at the minute, and with teams sitting so deep, to go 5 - 0 up against any team at global level is pretty good going".