On Monday, rookie Jeremy Lin scored 28 points in New York's 99-88 victory.
On Tuesday, Darren Collison finished with 25 during Indiana's 104-88 win.
In this game, Westbrook scored 15 points in the first half as the Thunder handed the Jazz their third straight defeat.
Lin, Collison and Westbrook made 30 of their 51 shots against the Utah defense.
"I think, right now, it's a case of who we're playing," coach Tyrone Corbin said. "The kid in New York got hot on us, but he's hot on everybody right now. It's been an incredible run for him."
Corbin called Collison and Westbrook "good players" who also had good outings against the Jazz.
Still, he said, "We have to get better, as a team. We have to make sure we understand what it's going to take to stop those guys. …
"We all have to take the onus on ourselves to stop those guys. Everybody in the rotation has to keep them from getting on top of the basket."
Against the Jazz, Westbrook scored four points during a 13-4 run in the final five minutes of the first half, when Oklahoma City turned a 40-36 deficit into a 49-44 lead.
"I thought he made jump shots tonight," Corbin said. "He came off screens and, I thought, their stop-and-pop game was pretty good. When he's doing that with his ability to get on top of the basket he's pretty tough to play against."
Jazz forward Paul Millsap thought Westbrook played with poise and confidence,
"He attacked the basket when he needed it, and it seemed like he was a little bit more under control," Millsap said.
"He did a good job."
Asked what the Jazz must do on defense to better contain point guards like Lin, Collison and Westbrook, Millsap shook his head.
"If we knew, man, we'd go out there and do it," he said. "But it's a team sport. We have to do a better job of helping each other because it's not just an individual defensive assignment. It's a team assignment."
A bad trend
Opposing point guards the past 3 games against the Jazz:
Player Team FGs Pts
Russell Westbrook OKC 10-20 28
Darren Collison IND 10-14 25
Jeremy Lin NY 10-17 28