* S&P 500, Dow, Nasdaq, Russell 2000 hit record intraday highs
* U.S. jobless claims drop from five-month high
* Express Scripts shares dive after short-seller comments
* Indexes up: Dow 0.29 pct, S&P 0.12 pct, Nasdaq 0.11 pct (Updates to late afternoon)
By Lewis Krauskopf
Dec 8 (Reuters) - Major U.S. stock indexes climbed again on Thursday and set fresh record highs, bolstered by data showing U.S. labor market strength, as a month-long rally since the presidential election of Donald Trump rolled on.
Investors have driven up equities since Trump's Nov. 8 election over optimism about domestic economic stimulus and reduced corporate taxes and regulations.
Supporting the upbeat sentiment was a report that showed the number of Americans filing for unemployment benefits fell from a five-month high last week, pointing to labor market strength that underscored the economy's momentum.
Financials, among the major gainers since the election, led the way again on Thursday, rising 0.9 percent.
"This is just a continued melt-up post-election. The path of least resistance has been higher," said Jason Ware, chief investment officer with Albion Financial Group in Salt Lake City, Utah.
"Seasonally, you have a strong period. You have money coming out of the bond market ... so that money has to go somewhere," Ware said.
The Dow Jones industrial average rose 56.72 points, or 0.29 percent, to 19,606.34, the S&P 500 gained 2.68 points, or 0.12 percent, to 2,244.03 and the Nasdaq Composite added 6.15 points, or 0.11 percent, to 5,399.91.
All three indexes set new intraday records, although they came off session highs. The Russell 2000 index of small-cap stocks, which has soared 15 percent since the election, also hit a new high.
The Dow Jones Transport index rose 0.3 percent, a day after setting a new closing record high for the first time in two years. The fresh high triggered a bullish sign for some investors who look for parallel performance for both the Dow industrial and transportation averages.
Investors were also digesting the European Central Bank's decision to trim back its asset buys but also its vow of protracted stimulus to aid a still-fragile recovery.
Next week's Federal Reserve meeting, at which the U.S. central bank is widely expected to raise interest rates, is also coming into focus as market participants seek clues about the future pace of any rate hikes.
In corporate news, Lululemon soared 15.2 percent after the yoga and leisure apparel retailer reported a better-than-expected quarterly profit.
Express Scripts shares tumbled 7.5 percent after short-seller Citron Research called the pharmacy benefit manager the "real culprit" in drug price gouging.
Advancing issues outnumbered declining ones on the NYSE by a 1.60-to-1 ratio; on Nasdaq, a 1.97-to-1 ratio favored advancers.
The S&P 500 posted 111 new 52-week highs and 4 new lows; the Nasdaq Composite recorded 451 new highs and 23 new lows. (Additional reporting by Yashaswini Swamynathan in Bengaluru; Editing by Anil D'Silva and Nick Zieminski)