Miikka Kiprusoff turned aside 21 shots for his 0.
Devan Dubnyk was tagged for two goals on 33 shots for the Oilers, who have dropped six of eight.
Both of the goals Dubnyk allowed occurred in the second period, with the first one coming on the power play.
With Sam Gagner in the box for slashing, Matt Stajan won a left circle faceoff back to Derek Smith, who blasted a shot on net that hit sticks, but Kostopoulos was there to jam in the puck at the 13:45 mark.
In the late stage of the frame, a pass from Brendan Morrison along the deep right boards went to the inside right circle, where Iginla blasted a one-timer into the net.
Kiprusoff needed to turn aside just nine shots in the third to preserve the shutout and Iginla sealed the win with an empty-netter.
Earlier on Saturday, Edmonton learned that defenseman Andy Sutton has been suspended for eight games due to his hit on Hurricanes forward Alexei Ponikarovsky on Wednesday...Kiprusoff has 42 shutouts in his career...Iginla has 495 goals in his career...Calgary has won all three matchups with Edmonton this season and eight straight along with 14 of the last 15.