"As I'm running, I'm looking at the clock and seeing this time that's like 37, 38, 39. In my heart, I said: 'We just did it!' I definitely knew we ran well," Jeter said. "When I crossed the finish line, I had so many emotions because we haven't been able to get the gold medal back to the U.S."
Felix collected her second gold of the London Games, along with the one she won in the 200 meters, while Jeter completed a set, adding to her silver in the 100 and bronze in the 200.
"I just knew if we had clean baton passes that we would definitely challenge the world record. Smash it like we did? We had no idea," Madison said, "but I knew it was in us."
The American quartet erased the old mark of 41.37 run by East Germany in 1985.
The exact same foursome set Penn Relays and Franklin Field records in the event April 28. The time was 42.19.
"It's an absolutely unreal feeling. It just feels like for so long, we looked at women's sprints, and the records were so out of reach. To look up and see we had a world record, it was just crazy," said Felix, who gets a shot at a third gold in the 4x400 final Saturday.
With 400 bronze medalist DeeDee Trotter running the anchor leg after Keshia Baker, Francena McCorory, and Diamond Dixon circled the track, the Americans finished in 3 minutes, 22.09 seconds.
Jamaicans Christine Day, Shereefa Lloyd, Shericka Williams, and Rosemarie Whyte won the opening heat in 3:25.13.
The Americans have won the last four Olympic golds in the event. Sanya Richards-Ross, the gold medalist in the 400, is expected to join the U.S. squad in the final.
Jamaica won the 4x100 silver medal in a national record of 41.41 seconds. The bronze went to the Ukraine in 42.04.
"It's a relief. It's a joy. It's everything," Felix said. The U.S. performance was part of a speedy night on the track, even if Usain Bolt wasn't around. The United States and Jamaica turned in two of the five fastest men's 4x100 relays in history to set up a showdown in Saturday's final.
In the 4x100 semifinals, Justin Gatlin ran the anchor leg as the Americans broke a 20-year-old national record by finishing in 37.38 seconds. The old mark of 37.40 was initially established in 1992 with Carl Lewis on the last leg, and later equaled.
Jamaica ran 37.39 in the other semifinal - and that was without Bolt, who got a chance to rest but is expected to run the anchor in Saturday's final.
"We're going to figure out a way to go out there and compete with them," Gatlin vowed. "We're not scared of them."
In the men's 4x400, Ramon Miller of the Bahamas overtook Angelo Taylor of the United States to give his country its first men's Olympic gold medal in any sport.
Miller powered the Bahamas to a time of 2:56.72, 0.33 seconds better than the United States, which had won that event at every Olympics since 1984. Trinidad and Tobago took third.
The South African team finished last, falling way behind before double-amputee Oscar Pistorius even got his hands on the baton for the anchor leg.
Manteo Mitchell, who broke his leg running for the U.S. team in a preliminary heat, will also receive a silver medal.