FORMER Baggie Robert Earnshaw let his old club off the hook as Albion opened their league campaign on the road with a battling City Ground success.
The Wales international looked set to earn Billy Davies' side a point when he stepped up to take a 78th-minute penalty - only to fire well wide.
Forest certainly played a part in their own downfall, with Chris Cohen's 52nd-minute own goal proving decisive.
Chris Brunt was unfortunate to see his fourth-minute free-kick tipped onto the post by Lee Camp in what was otherwise a fairly low key first half.
The East-West Midlands encounter really kicked into life after the break and both sides carved out openings.
Forest put the Baggies goal under pressure during the latter stages but the impressive Scott Carson and man-of-the-match Jonas Olsson spearheaded a gutsy rearguard action to send the noisy 3,140 travelling Baggies fans home happy.
Graham Dorrans was handed his first start of the season while new boy Joe Mattock also came into the XI as Roberto Di Matteo made two changes to the side that drew 1-1 with Newcastle a week ago.
The two men to make way were Chris Wood and Marek Cech, who dropped to the bench, as the head coach opted for a 4-4-1-1 formation, with Luke Moore as the lone striker.
Recalled Forest winger Nathan Tyson provided the first effort of the game but fired his 25-yard strike well wide of the right-hand post.
The first real threat came from the visitors in the fourth minute after Wes Morgan handled the ball on the edge of the box.
The resultant Brunt free-kick looked to be heading for the top-right corner of the net before Lee Camp flung himself to his left and finger-tipped the ball onto the post and out for a corner.
Dele Adebola managed to wriggle free of Olsson from Paul Anderson's left-wing corner in the 14th minute and planted a strong header goalwards, which Carson dealt with comfortably on his line.
Radoslaw Majewski tested Carson again in the 22nd minute with a first-time 20-yard effort that the England keeper gathered.
The Baggies pushed forward five minutes later and Mattock beat Chris Gunter on the left wing before delivering a back-post cross for Dorrans, whose goalbound volley was blocked by Paul McKenna.
Albion were fortunate not to be behind on the half-hour mark when Tyson dispossessed the dithering Mulumbu on the edge of the area.
The Forest winger squared for Anderson, who was denied a certain goal by a magnificent block from Olsson in the six-yard box. Adebola fired the follow-up wide of the right-hand post from 15 yards.
Two minutes later, Brunt nodded down Shelton Martis' aerial ball and Dorrans miscued his shot wide of the left-hand upright from just inside the area.
Five minutes before the break, the hosts carved the Baggies open as Majewski broke down the left and pulled the ball back for Joe Garner, who controlled before firing just wide of the left-hand post from 12 yards.
Morgan's weak clearing header from Olsson's aerial ball fell kindly for Dorrans in the 43rd minute, but the former Livingston midfielder sent his first-time volley from 25 yards well wide of the left-hand post.
Di Matteo made a change at the break as Craig Beattie came on for Robert Koren, but the head coach persisted with the same formation, with Beattie deployed wide on the left.
Adebola put the ball in the net from Anderson's cross in the 48th minute but the flag was up for a foul well before the ball crossed the line.
A minute later, Adebola laid the ball off to Anderson who smashed a shot straight at Carson.
Albion took a surprise lead in the 52nd minute when Greening beat Gunter down the left and crossed into the six-yard box. Moore just failed to get a touch but did enough to unsettle Cohen, whose knee diverted the ball over the line.
The Baggies had the wind in their sails now and Dorrans looked set to double their lead on the hour-mark.
But the Scot was unlucky to see his close-range volley from Greening's free-kick bounce into the ground and over the empty net with Camp beaten.
Just a minute later, Albion had a real let off of their own.
Carson fumbled McKenna's long-range effort and Adebola beat Olsson to the rebound, only to drill well over from 15 yards with the goal at his mercy.
Di Matteo was forced into a change in the 71st minute when Gianni Zuiverloon limped off injured. Leon Barnett came on at right-back.
Dexter Blackstock replaced Adebola in the 73rd minute and he almost made an immediate impact as he watched his header from Tyson's left-wing cross held magnificently on the line by Carson.
But a spell of Forest pressure resulted in sub Earnshaw bursting into the box in the 76th minute and he was awarded a penalty after being brought down by a combination of Albion's two subs Barnett and Cech.
The Wales international staggered his run-up to the penalty spot, only to fire well wide of the left-hand post to let the Baggies well and truly off the hook.
Blackstock went close again in the 83rd minute when he controlled and spun before unleashing a 30-yard strike. The ball flew just wide of sprawling Carson's near post.
Three minutes from time, Albion needed Olsson to come to the rescue again as he made use of his long legs to prevent Blackstock and Earnshaw getting on the end of Garner's low cross into the six-yard box.
But Albion expertly ran down the clock - including five agonising minutes of stopppage time - to secure the first league win of Di Matteo's reign.
FOREST (4-4-2): Camp; Gunter, Morgan, Lynch, Cohen; Anderson (Earnshaw 66), Majewski (McGugan 55), McKenna, Tyson; Garner, Adebola (Blackstock 73). Subs not used: Smith (gk), McGoldrick, Davies, Mitchell.
ALBION (4-4-1-1): Carson; Zuiverloon (Barnett 71), Martis, Olsson, Mattock; Brunt (Cech 74), Greening, Mulumbu, Dorrans, Koren (Beattie HT); Moore. Subs not used: Kiely (gk), Cox, Wood, Reid.
GOALS: ALBION - Cohen (og 52).
BOOKINGS: FOREST - McKenna (dissent 52), Garner (dissent 76). ALBION - Zuiverloon (handball 56), Moore (foul 58), Martis (foul 68), Carson (unsporting behaviour 76).
REFEREE: K Stroud (Hampshire).
ATTENDANCE: 22,795 (Albion fans 3,140).
ALBION STARMAN: Jonas Olsson.