NEW ORLEANS -- Guard Stephen Curry hit a miracle 3-pointer from the left corner over Anthony Davis to force overtime, and the Golden State Warriors erased a 20-point, fourth-quarter deficit behind Curry's game-high 40 points for an improbable 123-119 victory over the New Orleans Pelicans on Thursday night at the Smoothie King Center.

The incredible comeback gave the Warriors a 3-0 lead in the best-of-seven Western Conference first-round playoff series, with Game 4 coming Saturday night in New Orleans.

Curry was unstoppable in the fourth quarter and in overtime. The point guard's 3-pointer with 2.8 seconds left in regulation gave him 10 points for the quarter and tied the game at 108. Curry then opened overtime by burying another 3-pointer from the right wing.

The Warriors led 119-113 with 1:51 left, but the Pelicans made it 119-118 on a layup by swingman Tyreke Evans and a 3-pointer by forward Ryan Anderson. After New Orleans got the ball back with 30 seconds to go, guard Eric Gordon took an ill-advised 3-point attempt and missed. Curry then hit two foul shots with 13.8 second left, giving the Warriors a 121-118 lead.

Thompson was called for an intentional foul on Davis, and the forward hit the foul shot to make it 121-119 with 10.9 seconds left. The Pelicans retained possession thanks to the intentional-foul call. Davis tried to drive hard to the basket against center Andrew Bogut, but he missed the game-tying layup.

Curry iced the game with two more foul shots with 3.2 seconds remaining.

Davis led New Orleans with 29 points and 15 rebounds, but it wasn't enough.

The Warriors outscored the Pelicans 39-19 in the fourth quarter, including a 24-7 edge in the final six minutes. Golden State had 10 offensive rebounds and 16 second-chance points in the fourth quarter.

The Pelicans led 89-69 entering the fourth and still were ahead 103-88 with 5:05 left before Golden State got its high-octane offense going. The Warriors went on a 14-2 run to cut their deficit to 105-102 with 21.3 seconds left. Two of the baskets came on strong offensive rebounds by forward Draymond Green.

Guard Jrue Holiday hit two free throws with 17.4 seconds left, giving New Orleans a 107-102 lead, but Curry answered with a 3-pointer with 11.8 second to go to make it 107-105. Davis hit one of two free throws to make it 108-105.

Curry then sent the game into overtime with a stunning 3-pointer. He missed his first attempt, by center Marreese Speights rebounded the ball and found Curry alone in the left corner. Curry fired an arcing shot over the outstretched arms of Davis to tie the game at 108.

Thompson scored 28 points for the Warriors. Green added 12 points and 17 boards before fouling out.

Forward Ryan Anderson scored 26 points for New Orleans, and Evans contributed 19 points and eight assists. Pelicans guard Norris Cole finished with 16 points.

NOTES: Warriors coach Steve Kerr said the most surprising aspect of his first season as a head coach was winning 67 games. "I couldn't have imagined that in my wildest dreams," Kerr said. "I knew we had a good team, but I figured if all went well, we'd be right in the mix in the West and hopefully win 56, 57. I didn't make that public at all, but privately I thought that would be nice." ... F David Lee missed his fourth consecutive game with a lower back strain, but Kerr said he was making progress after participating in three-on-three drills in practice. ... New Orleans coach Monty Williams said he was disappointed that F Anthony Davis finished fourth in the league's defensive MVP voting. "I'm amazed at how gifted he is on the defensive end and people don't take notice of that," Williams said. "How many guys can get eight or nine blocks (in a game), and it happens a lot. His ability to guard guards and bigs and small forwards is unlike any defensive player in the league."