But England’s biggest scare came in Tuesday’s semi-final win over Italy.
Their opponents were the underdogs – sitting eight places below England in the world rankings, and competing in their first semi-final since 1997.
England were seeking a third straight final and Wiegman was hoping to reach a fifth successive major final as manager.
However, Italy did not read the script as they took a shock lead in Geneva through Barbara Bonansea in the first half.
England looked out of ideas and only Hampton’s double save prevented it from becoming 2-0 late on. And then Wiegman’s substitutes worked their magic yet again – Agyemang scoring a stoppage-time equaliser, before Kelly hit the winner in extra-time.
Wiegman described it as a movie and, if this was one, Kelly said it would be a fantasy – something you could not make up and something that was extraordinary.
She was one of the coolest heads in Stade de Geneve even after she sliced a corner straight into the side-netting deep in stoppage time and then saw her penalty saved.
But she reacted quicker than anyone else, sprinting to poke the rebound over the line, beating team-mate Ella Toone to the ball, before gesturing to the crowd to “chill out” with her celebration.
She had it covered all along.
Her matchwinner in the 119th minute was the latest goal scored at a women’s Euros.
Teenager Agyemang’s equaliser at 95:01 minutes, was England’s latest goal on record in normal time of a Euros.
“I thought in the 88th minute ‘we do have to score now otherwise we’ll have a problem and we’ll have to fly home tomorrow’,” said Wiegman.
“Then I saw we had seven minutes [of stoppage time] and we had time to create another chance. The clock kept ticking and we had to keep going. The team never gives up.”
Having made it this far, England believe they can jump the final hurdle.
It will be world champions Spain or Euro 2022 runners-up Germany up next – but this is England.
“Getting to three major finals in a row and getting to the Euros final again shows what this team is made of. We fight to the end,” said defender Bronze.
“It probably wasn’t our best performance again but it just shows the fight that we have and the talent that we have got. It was a rollercoaster of emotions.”