* Former European champions Marseille, Red Star through
* Athletic Bilbao also into knockout stage with 2-0 win
* Astana become first Kazhak side to progress in Europe
* AEK, Copenhagen, Lokomotiv, Ludogorets also qualify
By Martyn Herman
LONDON, Dec 7 (Reuters) - Former European champions Olympique Marseille survived an anxious night to draw 0-0 at home to Salzburg and reach the Europa League last 32 on Thursday where they were joined by Athletic Bilbao and Red Star Belgrade.
Bilbao avoided an ignominious group stage exit as they won 2-0 at Ukrainian side Zorya Luhansk, while Red Star beat Cologne 1-0 to extend their European hopes beyond Christmas for the first time in 26 years.
AEK Athens, Astana, FC Copenhagen, Lokomotiv Moskow and Ludogorets took the other five qualifying places of the eight up for grabs on the final night of group action.
One of the stories of the night came in Group A where Astana became the first Kazakhstan club to survive the group stages of a European club competition as Marin Anicic scored in a 1-0 victory at Slavia Prague which saw them leapfrog their hosts.
Slavia had needed only a draw to join group winners Villarreal in the last 32.
Marseille, fourth in Ligue 1, could ill afford any slip-up against Group I top dogs Salzburg who kept a fifth successive clean sheet in the competition.
With news that Turkish club Konyaspor were ahead in Portugal against Vitoria, defeat would have been curtains for Marseille but they held on in the Stade Velodrome and could breathe a little easier as Konyaspor conceded a late equaliser.
La Liga side Bilbao dashed Zorya's hopes of continuing their European journey into the new year as late goals from Aritz Aduriz and Raul Garcia earned them the three points.
Victory would have seen Zorya progress at the expense of the Spaniards but Bilbao ended up pipping Swedes Ostersund to first place in Group J after they drew 1-1 at Hertha Berlin.
Red Star, European champions in 1991, made the knockout stages as they finished runners-up in Group H to Arsenal who crushed Belarus champions BATE Borisov 6-0.
A 52,000 crowd, including several thousand from Cologne, watched in the Rajko Mitic stadium where forward Slavoljub Srnic struck a 22nd-minute winner.
Bulgarian side Ludogorets drew 1-1 at Hoffenheim as they secured runners-up spot in Group C behind already-qualified Braga, who were beaten 2-1 away by Istanbul Basaksehir who finished a point behind Ludogorets in third spot.
Seven-times European champions Milan suffered a 2-0 defeat at Rijeka but had already sealed top spot in Group D.
The real battle was below them where AEK Athens joined Milan in the last 32 with a 0-0 result at Austria Vienna, a fifth consecutive draw in the group for the Greeks.
In Group E, Italian side Atalanta beat visiting Olympique Lyonnais 1-0 in a straight shoot-out for first place, while in Group B a hat-trick by Junior Moraes gave Dinamo Kiev a 4-1 victory over Partizan Belgrade as they topped the standings.
FC Copenhagen scrambled into the knockout stage with a 2-0 home victory over FC Sheriff Tiraspol, leapfrogging the Moldovans into second spot in Group F behind Lokomotiv Moscow, who finished off with a 2-0 win at Zlin.
Copenhagen's Pieros Sotiriou opened the scoring after 56 minutes and Michael Luftner struck three minutes later.
The Danes and Sheriff each had nine points but Copenhagen advanced thanks to a better head-to-head record.
A 2-1 home loss to Lugano cost Steaua Bucharest top spot in Group G with Viktoria Plzen nipping in ahead of them after winning 2-0 at Hapoel Beer Sheva.
Zenit St Petersburg won Group L thanks to an impressive 3-1 victory away to Real Sociedad who finished second.
The draw for the two-legged last 32 stage is on Monday. (Reporting by Martyn Herman; Editing by Ken Ferris)