This is the first time they have done so since 1912.
To push the highly unique streak to an eight, Boston rallied back from two runs down in the eighth inning on Thursday, pulling out a 4-3 win.
It was the Red Sox's third sweep of the Yankees -- including an abbreviated two-game set in May -- and the first time Boston has swept New York three times in one season since 1974.
What if someone had told Red Sox closer Jonathan Papelbon a couple of months ago his team would go on this type of run against the Yankees?
"I wouldn't have believed it -- no," said Papelbon. "They have a great ballclub."
Papelbon's point is backed up by the fact that even with the 0-8 mark against their rivals, the Yankees trail the Red Sox by all of two games in the American League East.
"They've been close games -- there hasn't been a game when we've been able to breathe," said Red Sox first baseman Kevin Youkilis. "You're holding your breath there in the last inning. That's a great team over there. We'll be battling with them all year. It's not going to come easy. I'd love for it to become a little easier, but it's a good team and they're going to battle."
If anything made this final loss at Fenway difficult for the Yankees to swallow, it's that they don't see the Red Sox again until Aug. 6, when the sides square off for four games in New York.
Victories an early indicator?
|Here how the Red Sox and Yankees have fared in years in which one has opened with four or more wins against the other at the start of the season series.|
Opening H2H Streak
Final H2H record
Final overall record
Final overall finish
|2007||BOS||W4||8-10||96-66||1st in AL East, won WS|
|NYY||L4||10-8||94-68||AL Wild Card, lost in ALDS|
|1994||NYY||W6||7-3||7-43||1st in AL East (no postseason)|
|BOS||L6||3-7||54-61||4th in AL East|
|1990||BOS||W4||9-4||88-74||1st in AL East, lost in ALCS|
|NYY||L4||4-9||67-95||7th in AL East|
|1985||BOS||W5||5-8||81-81||5th in AL East|
|NYY||L5||8-5||97-64||2nd in AL East|
|1973||BOS||W4||9-9||89-73||2nd in AL East|
|NYY||L4||9-9||80-84||4th in AL East|
|1964||BOS||W4||9-9||72-90||8th in AL|
|BOS||L4||8-14||84-70||4th in AL|
|1945||NYY||W4||16-6||81-71||4th in AL|
|BOS||L4||6-16||71-83||7th in AL|
|1933||NYY||W9||14-8||91-59||2nd in AL|
|BOS||L9||8-14||63-86||7th in AL|
|BOS||L4||8-14||61-91||8th in AL|
|1920||BOS||W4||9-13||72-81||5th in AL|
|NYY||L4||13-9||95-59||3rd in AL|
|NYY||L14||2-19||50-102||8th in AL|
"They're not going to quit," Yankees manager Joe Girardi said of his team. "We're going to show up tomorrow, we're going to show up the next day and the next day. It hasn't been fun for us against the Red Sox. The big picture is we've got a long way to go."
It isn't just rare for the Red Sox to open a season series against the Yankees with eight straight wins. It's highly unusual for anyone to do so.
According to the Elias Sports Bureau, this is the longest streak any team has had against New York to start a season since the 1990 Oakland Athletics swept the season series, 12-0.
Dating back to last Sept. 28, the Red Sox have won nine in a row against the Yankees, eight shy of the club record of 17, which went from Oct. 3, 1911, to July 1, 1912.
It's hard for those involved to shed much light on how it has happened.
"I know the fans probably love it," said Red Sox manager Terry Francona. "Good for them -- they should. We want to get every win we can. It will be real quick that we turn the page and get on the flight and start thinking about Philadelphia."
As for the Yankees, all they can think about is chipping away at that slight deficit they have in the AL East.
"If they play better than you, they're going to beat you," said Yankees captain Derek Jeter. "That's why you don't play games on paper. We came into this series playing pretty good, but they played better than us. That's the bottom line."
Ian Browne is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.