(SportsNetwork.com) - The Golden State Warriors will try to polish off a hard- fought sweep of the New Orleans Pelicans Saturday night at the Smoothie King Center.

The Warriors may win this series in four games, but they've worked for each of those victories. Golden State, which had the best record in the NBA, worked as hard as it did all season on Thursday night.

In Game 3, the first playoff game in New Orleans since April of 2011, the Warriors survived, 123-119, in overtime thanks to a superhuman effort, and shot, by presumptive MVP, Steph Curry.

He made a corner 3-pointer with 2.8 seconds left in regulation to tie the game. Curry's shot was incredible considering two defenders were charging hard at him, and he probably got fouled on the play.

The shot completed a historic postseason comeback as the Warriors overcame a 20-point deficit starting the fourth quarter. They became only the third team in NBA history to win a playoff game after trailing by 20 points with one quarter to go.

"We had nothing going for three quarters," Golden State coach Steve Kerr said. "It was as bad a game as I've seen for some time. They had us scattered at both ends. Our small unit turned it into a track meet."

Curry was 7-of-18 from long distance and had 40 points, including seven in overtime, which he opened with a 3 to give the Warriors the lead for the first time since there were two minutes left in the first quarter.

"Thankfully, I got it off quick enough before those guys clobbered me," said Curry. "I was able to knock it down. We had all the momentum at that point. Total team effort."

Klay Thompson added 28 points and Draymond Green and Shaun Livingston each scored 12, but made even bigger contributions on the offensive glass.

The Warriors collected 10 offensive rebounds in the fourth quarter alone, including one by Marreese Speights on Curry's heroic 3-pointer. Green had four offensive rebounds in the fourth and Livingston added three.

Anthony Davis had 29 points and 15 rebounds to lead New Orleans. Ryan Anderson contributed off the bench, scoring 26, and Tyreke Evans added 19 points.

"We're all feeling like dirt right now," said New Orleans coach Monty Williams. "You want to build (your players) up, but there's nothing that can build you up after something like that. We have to deal with it and own it."

The Warriors scored 16 of their 39 points in the quarter on second chances, but still trailed by 10 after Davis' dunk with around three minutes remaining. It was a six-point gap when Curry missed a 3, but Green was left wide-open for the easy rebound and putback.

Golden State started overtime strongly, but Anderson's 3 brought the Pelicans back from a six-point deficit. Anderson trimmed the margin to one, but the Warriors held on at the free throw line.

They will try to earn the franchise's first postseason sweep since running the table on Utah in a best-of-five series in 1989. No team in NBA history has come back and won a seven-game series down 0-3.

Game 5, if necessary, will be back at Oracle Arena Tuesday night.