Birmingham are struggling at the wrong end of the table but can take heart from their performance against Palace, along with the character they showed.
The home side actually made the brighter start and Chris Burke's 18-yard effort was saved by Palace keeper Julian Speroni.
Peter Lovenkrands also had an effort saved for Blues before Palace took the lead when Yannick Bolasie's break from the right gave Murray an easy finish.
Birmingham continued to put pressure on Palace but did not get any reward for their play and found themselves 2-0 down when Murray added his second with another close-range effort.
Zigic scored a minute after coming on to give the home side hope and Diop headed in Robert Hall's corner with eight minutes left to earn his side a share of the points.
Birmingham manager Lee Clark:
"I didn't think there was much in the first half. We gave away an awful goal when we didn't compete on the edge of their box. The second goal was something we had discussed all week. We didn't track the run and this was down to simple basics.
"When we were looking down the barrel we have once again produced the half an hour performance that enabled us to get back into the game and potentially win it.
"We were in the ascendancy at the final whistle and I've said to the players 'Why can't we play like that from the first whistle?'
"Why can't we play with that drive, determination, desire and aggressive running without the ball? We appear to have the shackles on when it's 0-0. We do not play with the freedom we show when we have to come from behind."
Crystal Palace boss Ian Holloway:
"The last time I was here we were 2-0 up and looked as if we were cruising and ended 2-2. It felt strangely strange. You have to give Birmingham credit but we made one or two mistakes after they sent on Zigic and we looked a little vulnerable.
"All in all I still thought it was a very good performance. I am probably disappointed with Birmingham's second goal as it was a free header from a corner.
"But the defining moment for me occurred when we had a breakaway before scoring the second goal. (Andre) Moritz hardly ever misses in situations like that but he went over.
"But give Birmingham full credit. Lee Clark's teams hardly give up. They are not having it easy and the season has not gone their way."
Full Time The referee blows for the end of the match.
Shot on goal by Paul Robinson from just inside the area goes over the target.
The ball is sent over by Marlon King, Damien Delaney manages to make a clearance.
Peter Ramage challenges Marlon King unfairly and gives away a free kick. Marlon King crosses the ball from the free kick right-footed from left channel, clearance made by Yannick Bolasie.
Owen Garvan takes the inswinging corner, Steven Caldwell has a header from deep inside the six-yard box and clears the crossbar. Corner taken by Owen Garvan from the right by-line, Marlon King makes a clearance.
Effort from the edge of the penalty area by Marlon King goes wide of the left-hand post.
The assistant referee signals for offside against Marlon King. Julian Speroni restarts play with the free kick.
Assist on the goal came from Robert Hall.
81:57 Goal scored
Goal! - Papa Bouba Diop - Birmingham 2 - 2 C Palace Papa Bouba Diop finds the net with a headed goal from close range. Birmingham 2-2 Crystal Palace.
Robert Hall produces a cross, clearance by Damien Delaney. Corner taken left-footed by Robert Hall from the right by-line,
Shot on goal by Paul Robinson from inside the box goes harmlessly over the target.
Mitch Hancox delivers the ball, Peter Ramage makes a clearance.
Effort from outside the penalty area by Yannick Bolasie goes wide left of the goal.
Substitution (Crystal Palace) makes a substitution, with Daniel Gabbidon coming on for Andre Moritz.
Foul by Robert Hall on Andre Moritz, free kick awarded. Damien Delaney takes the free kick.
Callum Reilly sends in a cross, clearance made by Peter Ramage.
Robert Hall crosses the ball from the free kick left-footed from right wing, Jack Butland makes a save.
Booking The referee shows Jonathan Parr a yellow card for unsporting behaviour.
Jonathan Parr challenges Papa Bouba Diop unfairly and gives away a free kick.
Glenn Murray challenges Curtis Davies unfairly and gives away a free kick. Paul Robinson restarts play with the free kick.
Marlon King sends in a cross, Peter Ramage manages to make a clearance.
Callum Reilly has an effort at goal from outside the area missing to the wide right of the goal.
The assist for the goal came from Marlon King.
65:23 Goal scored
Goal! - Nikola Zigic - Birmingham 1 - 2 C Palace Nikola Zigic grabs a headed goal from inside the area. Birmingham 1-2 Crystal Palace.
Marlon King crosses the ball,
Substitution Nikola Zigic replaces Christopher Burke.
Free kick awarded for a foul by Paul Robinson on Wilfried Zaha. Direct free kick taken by Owen Garvan.
Free kick taken by Jack Butland.
Booking The referee books Peter Lovenkrands for unsporting behaviour.
Free kick awarded for an unfair challenge on Peter Lovenkrands by Peter Ramage.
The official flags Marlon King offside. Julian Speroni restarts play with the free kick.
Assist by Jonathan Parr.
59:28 Goal scored
Goal! - Glenn Murray - Birmingham 0 - 2 C Palace A goal is scored by Glenn Murray from inside the six-yard box to the bottom right corner of the goal. Birmingham 0-2 Crystal Palace.
Jonathan Parr crosses the ball,
Joel Ward gives away a free kick for an unfair challenge on Mitch Hancox. Jack Butland restarts play with the free kick.
Substitution Paul Caddis goes off and Mitch Hancox comes on.
Substitution Wade Elliott goes off and Robert Hall comes on.
Effort on goal by Andre Moritz from deep inside the area goes harmlessly over the bar.
Wade Elliott takes a outswinging corner.
Christopher Burke sends in a cross, save made by Julian Speroni.
Unfair challenge on Christopher Burke by Owen Garvan results in a free kick. Free kick taken by Wade Elliott.
Kagisho Dikgacoi delivers the ball, Paul Robinson makes a clearance. Inswinging corner taken left-footed by Owen Garvan from the right by-line, Header from close in by Kagisho Dikgacoi misses to the left of the target.
Corner from left by-line crossed in by Yannick Bolasie, clearance made by Peter Lovenkrands.
Christopher Burke takes a shot. Save by Julian Speroni.
Owen Garvan fouled by Papa Bouba Diop, the ref awards a free kick. Owen Garvan takes the direct free kick.
The referee gets the second half started.
45:00 +2:10 Half time
Half Time The ref blows to signal half-time.
The official flags Wilfried Zaha offside. Jack Butland takes the free kick.
Paul Caddis crosses the ball, clearance made by Joel Ward.
Right-footed shot by Callum Reilly went wide of the right-hand upright.
Owen Garvan takes a inswinging corner to the near post, clearance by Curtis Davies.
Owen Garvan takes a shot. Jack Butland makes a save.
Owen Garvan delivers the ball, save by Jack Butland.
The assist for the goal came from Yannick Bolasie.
38:59 Goal scored
Goal! - Glenn Murray - Birmingham 0 - 1 C Palace Glenn Murray finds the net with a goal from close in to the bottom right corner of the goal. Birmingham 0-1 Crystal Palace.
The ball is swung over by Yannick Bolasie,
Wilfried Zaha gives away a free kick for an unfair challenge on Papa Bouba Diop. Direct free kick taken by Jack Butland.
Corner taken by Wade Elliott from the right by-line, Curtis Davies has a headed effort at goal from close range which goes wide of the left-hand upright.
Peter Lovenkrands takes a shot. Save by Julian Speroni.
Free kick awarded for an unfair challenge on Glenn Murray by Paul Robinson. Free kick crossed right-footed by Yannick Bolasie from right wing, Peter Lovenkrands makes a clearance.
The referee blows for offside against Wilfried Zaha. Free kick taken by Jack Butland.
Christopher Burke takes a shot from long distance which goes wide of the right-hand post.
Jonathan Parr sends in a cross, clearance made by Curtis Davies.
Joel Ward fouled by Wade Elliott, the ref awards a free kick. Free kick taken by Joel Ward.
Peter Ramage restarts play with the free kick.
Booking Christopher Burke receives a yellow card.
Foul by Christopher Burke on Andre Moritz, free kick awarded.
Foul by Andre Moritz on Papa Bouba Diop, free kick awarded. Paul Robinson restarts play with the free kick.
Glenn Murray gives away a free kick for an unfair challenge on Paul Robinson. Free kick taken by Jack Butland.
Wilfried Zaha is ruled offside. Paul Caddis takes the direct free kick.
Free kick awarded for an unfair challenge on Glenn Murray by Callum Reilly. Direct free kick taken by Damien Delaney.
The official flags Wilfried Zaha offside. Free kick taken by Jack Butland.
A cross is delivered by Yannick Bolasie, Jack Butland makes a save.
Marlon King takes a shot from long distance which goes wide of the right-hand upright.
Owen Garvan takes a inswinging corner to the near post.
Short corner taken by Yannick Bolasie.
Cross/shot by Paul Robinson.
The assistant referee signals for offside against Glenn Murray. Steven Caldwell takes the direct free kick.
Christopher Burke takes a shot. Save made by Julian Speroni.
Yannick Bolasie challenges Paul Robinson unfairly and gives away a free kick. Direct free kick taken by Wade Elliott.
A cross is delivered by Paul Robinson, clearance made by Damien Delaney. Paul Robinson sends in a cross, clearance made by Jonathan Parr.
Unfair challenge on Glenn Murray by Steven Caldwell results in a free kick. Andre Moritz restarts play with the free kick.
Free kick awarded for an unfair challenge on Steven Caldwell by Andre Moritz. Steven Caldwell takes the direct free kick.
The ball is swung over by Joel Ward, Curtis Davies manages to make a clearance.
Joel Ward fouled by Callum Reilly, the ref awards a free kick. Owen Garvan takes the direct free kick.
The ball is swung over by Wilfried Zaha, clearance made by Paul Robinson.
Jonathan Parr sends in a cross, Effort on goal by Wilfried Zaha from just inside the penalty box goes harmlessly over the target.
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