The Los Angeles Kings did everything Wednesday night except skate off with the Stanley Cup.

Holding a 3-0 lead in the finals over the New York Rangers, the Kings dominated play all over the Madison Square Garden ice. They simply couldn't beat goalie Henrik Lundqvist despite a dozen or more superb opportunities, and lost Game 4, 2-1.

Now it's back to LA to try to close out their second NHL championship in three years. It's not the scenario they preferred.

"That's what happens in these games," Kings forward Marian Gaborik, a former Ranger, said after Lundqvist made 40 saves, several of them spectacular. "We've just got to be better next time."

That would be Friday night at Staples Center, where the Kings won the first two games of the series in overtime. And they recognize they have made things more difficult on themselves.

"We've obviously got to be better against a desperate team and close it out," Gaborik added. "We could have been better tonight, could have generated even more in front of their net."

That is a scary thought considering the second half of the game was played almost entirely in New York's end. But Lundqvist was up to the challenge, outplaying counterpart Jonathan Quick for the first time in the finals, even as New York was outshot 15-1 in the third period.

Wave after wave of Kings rushes either ended up with the Rangers chipping the puck out of their zone and regrouping, or Lundqvist making brilliant stops. Considering how the Kings have overcome four two-goal deficits already, when Dustin Brown scored on a breakaway to make it 2-1 midway in the second session, the fans at the Garden gulped.

But LA couldn't solve Lundqvist again.