Steve Davis' men triumphed by the same scoreline in last term's npower League Two play off-final against Cheltenham and they overcame a Southend side who battled gamely for revenge having been Alex's semi-final victims 11 months ago.
A superb strike from Railwaymen captain Murphy opened the scoring after six minutes and the League One side threatened to run riot in a rampant opening quarter of an hour.
But Southend imposed their physicality to work a way into the contest and Tamika Mkandawire passed up a glorious headed opportunity to level matters before half-time.
Crewe gained breathing space courtesy of some slack Blues defending and Clayton's close-range finish in the 49th minute.
Bilel Mohsni claimed he was fouled by Murphy in the build up to the that goal and the enigmatic midfielder almost reduced the arrears shortly afterwards, but the Shrimpers were to be bridesmaids in this competition once more as in the 2004 and 2005 finals.