The Black Cats were made to pay the ultimate price for their profligacy as Benni McCarthy lashed home from the spot just five minutes later after Samba's volley had crashed against Danny Higginbotham's raised arm.
Sunderland's hopes of finding a way back into the game were all but ended with 20 minutes remaining when Dwight Yorke was dismissed for a second bookable offence.
Blackburn boss Mark Hughes said: "There were two penalties in the game, two clear penalties - we converted ours and they didn't convert theirs. Benni is positive about his penalty taking. He was disappointed he didn't convert one against Wigan.
"But today the keeper guessed right but Benni's pace and power was too much."
"We were the better team in the first half but we didn't create too many clear-cut chances.
"We had a great opportunity from the spot but we didn't take it. Maybe Dwight Yorke should have taken it but Dean Whitehead did instead."