That led to a jumper by Smith, who finished with 26 points. Anthony followed with another basket and the Knicks hung on to spoil former Knicks star and Warriors coach Mark Jackson's homecoming. Curry finished with seven assists and six rebounds while passing his previous career best of 42 points, and Kevin Durant's 52-point performance that had been the best in the NBA this season.
But he had little help without All-Star forward David Lee, who was suspended one game for his role in an altercation Tuesday night in Indiana.
Tyson Chandler had 16 points and a career-best 28 rebounds for the Knicks, who won their second straight after a season-high, four-game losing streak. Amare Stoudemire had 14 points and Anthony added eight assists on the day the Knicks learned they could be without reserve forward Rasheed Wallace for the rest of the season because he needs surgery to repair a broken bone in his left foot.
Strutting all over the court whenever one of his 3s swished easily through the nets, Curry easily blew past the 38 points he scored Tuesday in Indiana, which had been his best of the season. That was spoiled when he was fined $35,000 for his role in the skirmish, which was essentially getting thrown to the ground by Roy Hibbert when he tried to intervene.
This performance - the most points by an NBA player in a loss since Kobe Bryant had 58 in a loss to Charlotte on Dec. 29, 2006 - was spoiled along with Jackson's trip back to his old home because of a few mistakes down the stretch.
Curry threw away a pass on the break with about three minutes left, and Jarrett Jack was called for a travel following Smith's go-ahead basket.
Plus, Klay Thompson finished 3 of 13 from the field, missing two straight from deep in the final minute.
Jackson, who grew up in Brooklyn and starred at St. John's before being drafted by the Knicks in 1987, didn't get a chance to coach here last season as an NBA rookie on the bench because of the lockout. He brought his wife, Desiree, to a road game for the first time this season, had his mother in the stands, and got a chance to see people he remembered from playing here years earlier.
He said he hadn't gotten to look ahead much to the game because of the schedule, but clearly enjoyed being back in Madison Square Garden once the day did arrive.
"This is a special place and it was part of my dreams as a kid," he said.
His night turned into Curry's, fans cheering even before the ball left his hand in the second half.
The Knicks, who hadn't played since Sunday, looked ready to blow the Warriors out early. An 11-2 run gave them a 25-11 lead late in the first quarter, which the Warriors trimmed to 27-18 at the end of the period before surging ahead behind Curry.
He scored 12 straight Golden State points, cutting it to 35-34 with his third 3-pointer of the second quarter. He followed Richard Jefferson's 3 with another one, giving the Warriors a 40-37 advantage. The Knicks recovered and went back ahead by nine late in the period before Curry answered with six consecutive points, and New York's lead was 58-55 at the break.
Curry's drive gave the Warriors a two-point lead three minutes into the third quarter, but he didn't score again until hitting a turnaround 3 from 27 feet with 5 seconds left in the period, giving him 38 points again and cutting New York's lead to 84-81.
Already without Andrew Bogut because of a back injury, the Warriors had little size without Lee. Their lineup at one point in the second quarter had nobody taller than 6-foot-9 and Chandler simply climbed over them all night.
He came in leading the league with 4.4 offensive rebounds per game, and grabbed 13 boards in the first quarter alone.
Notes: Chandler was also the last NBA player to grab 13 rebounds in one quarter, hauling in 14 in the third quarter for Dallas on Dec. 1, 2010. ... Wallace, who hasn't played since December, will have surgery this week and the expected recovery time is eight weeks. Coach Mike Woodson said he didn't plan to waive the 38-year-old forward and create a roster spot, instead hoping he could be able to play in the postseason. ... Kenyon Martin, signed last week in part because of the uncertainty around Wallace, made his Knicks debut and was scoreless in limited first-half minutes.