Former Coventry City loanee Matt Mills scored twice for the Royals and then scored an own goal in extra time which sent the match into penalties after Thornton had scored in the 64th minute.
Thornton was also on the mark in the penalties which Northampton won 4-2.
Robbie Simpson scored for Brentford in their 2-1 win over Hull City and Jay Bothroyd scored for Cardiff in their 2-1 defeat at Peterborough, whilst the other shocks saw MK Dons knock out Blackpool 4-3 after extra time and Notts County win 2-1 at Watford.
Elsewhere in the League Cup, there were wins for Blackburn (Elliott Ward played for Norwich), Preston, Ipswich, Wigan, Leicester, West Brom, Millwall, Burnley, Portsmouth, Scunthorpe (Clinton Morrison played for Sheffield Wednesday), Bolton, Stoke, Sunderland, Swansea, West Ham and Wolves.