QPR set an unwanted Premier League record as they had to settle for a draw against Wigan that made it 16 games without a victory for Harry Redknapp's side.
Not since Sheffield United in the 1990/91 season had a team gone so many games into a campaign without breaking their duck.
Wigan boss Roberto Martinez was struggling simply to name a full squad, with his problems most acute in defence, where Gary Caldwell and Maynor Figueroa were both suspended and Antolin Alcaraz and Ivan Ramis injured.
Rain swirled around the DW Stadium as play started and it was the visitors who began the brighter, with Ali Al Habsi punching away a Shaun Wright-Phillips cross-shot and then gratefully grabbing a long-range effort from Adel Taarabt.
Wigan had their first glimpse of goal in the 18th minute when Jose Bosingwa fouled Jean Beausejour 25 yards out. Jordi Gomez tapped the free-kick to David Jones, who flicked the ball up and sent in a volley that Rob Green tipped over the bar.
The home fans did not have to wait long, though. The first corner was cleared but Beausejour's second delivery fell to McCarthy on the edge of the area and he drilled a volley into the bottom corner, via a helpful deflection off Jamie Mackie.
It was the midfielder's first goal since February 2011, but Wigan's lead lasted only seven minutes as their Achilles heel, defending set-pieces, hurt them again.
Nelsen attacked Taarabt's corner at the near post with much more gusto than any of the defenders and, although Al Habsi got a hand to the ball, he could not keep it out.
Nelsen spent seven years up the road at Blackburn and it was the Rangers captain's first goal for the club.
Wigan should have hit back straightaway as Ronnie Stam's cross found its way to an unmarked Franco Di Santo at the back post but the Argentinian was stretching and could only direct the ball into Green's hands.
The half rather petered out after that, although both teams ended the period with shots over the bar - Arouna Kone for Wigan and Wright-Phillips for the visitors.
McCarthy found himself in the right place again five minutes after half-time when a fortunate ricochet sent him clean through on goal but this time Green was out smartly and the midfielder shot straight at him.
Moments later the Latics were inches away again, this time Beausejour sending in a cross from the left that was just too far in front of Kone and Gomez.
Rangers looked distinctly vulnerable at the back and Green was called upon in the 55th minute to push a Gomez shot over the bar, although the Spaniard perhaps should have tried to find Kone instead.
Rangers were under siege but still Wigan could not find the net. Green dived to push away a Jones effort while he was beaten by Gomez from a tight angle but the ball hit the crossbar.
Redknapp responded by sending on Djibril Cisse for Taarabt but they were finding it difficult to get out of their own half and Green had to claw away a Jones corner from under his crossbar.
Having weathered the storm, Rangers really should have gone ahead in the 68th minute. Mackie teed up Stephane Mbia on the edge of the box but he rather shinned his shot and Al Habsi pushed the ball behind.
Careless defending from Wigan ensured they got another chance three minutes later, though, as Wright-Phillips was given space down the left to pick out Cisse, who slid the ball beyond Al Habsi's reach.
It was a crushing blow for Wigan but they immediately went in search of an equaliser and were level again three minutes later.
Beausejour squeezed in a cross from the left and picked out McCarthy in the middle, who poked his shot into the bottom corner from 12 yards.
Wigan came closest to nicking the points with three minutes to go as Kone drove into the area and set up Gomez for a shot from 16 yards that was clawed away by Green.