Full-time score from the City Ground
"We want five," chanted the 707 Lions fans who could hardly have imagined they would be witnessing another four-goal blast from their team.
The icing on the cake came with goal number four, a sweet 84th-minute finish from sub Andy Keogh with his first touch after replacing Henderson.
However it was The Lions who went further ahead when another break stemming from that man Henry once more saw the midfielder set up Wood, whose finish may have taken a massive deflection past the wrong-footed keeper, but was just reward for another energetic and enterprising display.
Forest boss Sean O'Driscoll responded by replacing Reid, so often Millwall's nemesis, with Dexter Blackstock.
The duo combined again on the hour mark, and this time to devastating effect as Henry's delicious ball was met by a textbook header from Henderson to put Millwall 2-1 ahead.
Chris Wood sent a header a yard wide following another inviting cross from Henry, who then planted a firm header over the bar himself from Henderson's driven cross as The Lions started to turn the screw.
The man in the middle did speak to Forest debutant Elliott Ward and Henderson after the two tussled somewhat robustly in the opening seconds after the restart.
There was still time for Forest sub Adlene Guedioura to send a thunderous drive inches over the bar deep into injury-time, but the teams went in all-square at the end of an entertaining opening half.
In the last minute of normal time in the first-half Sharp again broke into the danger zone. Keeper Forde raced out of his goal to narrow the angle and Sharp went to ground. The cheers of the home fans as they thought a penalty had been awarded were quickly drowned out by those of the visiting fans as referee Mathieson pointed for a goal - not a spot - kick. Sharp could count himself rather lucky not to have been shown a yellow card for simulation.
Having looked composed in the opening stages, Millwall let Forest right back into the game, remaining static as Billy Sharp worked his way into the danger zone following a neat interchange with Simon Cox before slotting home from eight yards.
At the other end Jackett's men carved out a couple of half-chances; Henry's teasing delivery causing panic in the home rearguard and then Taylor's low drive forcing Camp into saving bravely at the feet of Henderson, having again spilled the initial shot.
Lions keeper David Forde was called into action just before the quarter hour mark with a comfortable save from Andy Reid's long range effort.
It was heart in mouth time for the travelling fans though soon after though, when Reid cut in from the left and let fly with a daisy-cutter that rippled the side netting.
Just 90 seconds later Dan Harding found his way into referee Scott Mathieson's book for a crude lunge on Lions debutant Adam Smith, making his first appearance after signing on loan from Spurs. And Forest were made to pay a heavy price for Harding's rash challenge when James Henry despatched a deep free-kick, the ball was picked up by Liam Trotter who worked his way into the area and curled an exquisite effort past the outstretched hands of Lee Camp in the Forest goal.
Jackett's men set out their stall after just 18 seconds when Chris Taylor showed his strength to hold off the challenge of two Forest players and slip the ball to Darius Henderson who in turn found Chris Wood. The young striker turned and hit a first time effort from 16 yards that keeper Lee Camp collected at the second attempt.
There was no doubt it, the scoreline was a true reflection on a performance by the Lions that started well, and simply got better and better as the match wore on.
"It was a really good away performance from us," enthused assistant boss Joe Gallen, "We backed up last week's four goals with another four today. To be honest, it's a big achievement to come to Forest and score four and get the three points."
The Lions, who beat Huddersfield Town 4-0 last Saturday, followed up with a superb victory against a Nottingham Forest side that had taken 10 points from a possible 12 in their previous four matches,
Millwall hit four goals for the second successive game to make it seven matches unbeaten for Kenny Jackett's side with a thumping success at the City Ground.
Now it's onwards, and hopefully upwards again for Jackett's in-form team with a trip to his former club Watford on Tuesday night.
Harding (3mins) Booking:
Camp, Moloney, Collins, Harding, Gillett (McGugan, 76mins), Cohen, Reid (Blackstock, 71mins), Cox, Sharp, Majewski (Guedioura, 15mins) Ward. Subs not used: Tudgay, Coppinger, Lansbury. Nottingham Forest:
Scorer: Sharp (23mins)
Millwall: Forde, A.Smith, Lowry, Abdou, Shittu, Beevers, C.Taylor, Trotter, Henderson (Keogh, 81mins), Wood, Henry. Subs not used: M.Taylor, Feeney, Osborne, J.Smith, Wright, Malone.
Booking: Abdou (65mins)
Scorers: Trotter (3mins), Henderson (60mins), Wood (76mins), Keogh (84mins)
Att: 24,160 (away 707)