Curry made nine three-pointers on the way to 30 points, but the 35-year-old star saved his best for last.
In a back-and-forth battle that featured 22 lead changes, the Warriors trailed 112-110 with 3.3 seconds remaining when Curry caught an awkward inbounds pass from Brandin Podziemski, turned and unleashed a long trey that put Golden State ahead with seven-tenths of a second remaining.
It was just one more signature moment for Curry, a four-time champion and two-time NBA Most Valuable Player with the Warriors, who are struggling this season to maintain their status as Western Conference contenders.
Devin Booker scored 32 points to lead the Suns, with his turnaround jump shot with 35.6 seconds left to play giving Phoenix a 112-110 lead. Durant added 24 but on the Suns' last-gasp inbounds play he couldn't get a shot up.
Elsewhere the Dallas Mavericks, fueled by 32 points from Luka Doncic and 25 from Kyrie Irving, routed the high-flying Oklahoma City Thunder 146-111, notching a fourth straight victory to match their longest winning streak of the NBA season.
Doncic found both newcomers for alley-oop dunks in the first quarter, when Dallas took a 47-30 lead.
Doncic outshined Canadian Shai Gilgeous-Alexander in a battle between the league's top two scorers. Doncic, the NBA scoring leader, added eight rebounds and nine assists, and had the luxury of resting in the fourth quarter.
Gilgeous-Alexander scored 25 points with six rebounds and five assists, but the Thunder -- who came into the contest just a half-game behind Minnesota for the Western Conference lead -- trailed by as many as 41 and dropped a second straight contest.
Irving added eight assists, delivering the 4,000th of his career in the second quarter.
Mavs coach Jason Kidd was delighted to see both Gafford and Washington mesh seamlessly with their new teammates, indicating they provide just what Dallas need as they try to climb from eighth in the West.
"I thought Gafford was great on both ends," Kidd said. "P.J., he just let the game come to him. The pace was high (and) we didn't have to run anybody's minutes up. Just a lot of good stuff."
Paul George scored 15 of his 33 points in the fourth quarter as the Clippers battled back from a 13-point deficit early in the third quarter.
Kawhi Leonard added 24 points for the Clippers, who had seized a quick 12-2 lead in front of home fans only for the Pistons to hit back.
- Cavs win 9th straight -
Detroit led by five going into the final period, but the Pistons couldn't contain the Clippers down the stretch.
Jarrett Allen scored 18 points and pulled down 15 rebounds and eight Cavaliers players scored in double figures.
The Philadelphia 76ers, trying to keep their playoff aspirations on track despite the injury absence of NBA Most Valuable Player Joel Embiid, halted a four-game losing streak with a 119-113 victory over the Wizards in Washington.
Miles Bridges scored 25 points and new arrival Vasilije Micic added 18 points and nine assists.