For two and a half quarters the Thunder was rolling, but then it was Oklahoma City who had to weather the storm.
But, fortunately for the Thunder, it has something nobody else has – the best scorer in the NBA.
Kevin Durant put the team on his back and sank a logic-defying 3-pointer late to lift the Thunder to a come-from-behind 104-101 victory in one of the most emotion-fueled games in the Thunder's five short years in Oklahoma City.
Durant was ferocious on Saturday night, going past, over and through defenders for 41 points, matching his playoff career high. He had three poster-worthy dunks and a handful of cold-blooded 3's that ultimately lifted a struggling Thunder squad to a nearly insurmountable 3-0 lead in this best-of-seven series.
In a stat line that was more "Black Mamba" than "Durantula," KD became a volume shooter out of necessity, going 13-of-30 from the floor and hauling in 14 rebounds in a tour-de-force performance.
And he did it despite being focal point A, B and C of the Rockets' defensive strategy with fellow All-Star Russell Westbrook sidelined for the remainder of the season.
The Thunder stormed out of the gates early, taking a 39-19 lead at the end of end of the first quarter. It was an opening quarter that was clearly fueled by the passion of playing for their fallen teammate.
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OKC opened the second quarter with a 25-foot 3-pointer from Durant, who immediately took a charge on the opposite end and screamed, "This is my city," at the shocked Houston crowd. The game appeared to be headed for a massive blowout and an ever bigger statement for the rest of the NBA.
But the James Harden-led Rockets refused to go away quietly.
Houston chipped away at the Thunder's 26-point advantage and figured out the OKC offense, which looked lost at times without its floor general.
In fact, the Rockets limited Oklahoma City to just 38 second-half points, one point fewer than it scored in the first quarter alone.
Houston completed the improbable comeback when a 3-pointer by Chandler Parsons knotted things up with 5:46 left before Carlos Delfino gave the Rockets their first lead since the first quarter, 94-93, nearly two minutes later.
Serge Ibaka responded with four-consecutive points to give OKC a 97-94 lead with 1:24 remaining.
However, Houston came straight back as Harden hit a pair of free throws before Francisco Garcia nailed a 3-pointer for a 99-97 Rocket advantage with 45 seconds left.
With Oklahoma City's back firmly against the wall, Durant stepped up to hit one of the biggest shots of his career.
The shot hit the rim, bounced up past the shot clock, caromed off the rim two more times before dropping through the net to give OKC the 100-99 lead with 41 seconds remaining.
Then the role players did their part, as Derek Fisher and Reggie Jackson hit four clutch free throws to preserve the victory in the final 12 seconds.
Durant clearly did the heavy lifting in the team's first game without Westbrook but Serge Ibaka and Reggie Jackson came up big, as well.
Ibaka scored 17 points and grabbed 11 boards, while Jackson scored 14 and hit the game-sealing free throws with eight seconds remaining.
Kevin Martin scored 12 on just 3-of-11 shooting and didn't score a point in the second half as Houston made its rally.
Harden led Houston with 30 points and Chandler Parsons added 18.
The hard-fought victory gives OKC a 3-0 series advantage; a lead no team in NBA history has ever been able to come back from.
Game 4 is at 8:30 p.m. on Monday in Houston as the Thunder has a chance to sweep its opening playoff series for the second-straight season.