But the Grizzlies have yet to lose on their home court this postseason, and they won their third straight and seventh in eight games to grab a 3-1 lead in the series.
"We have an opportunity in front of us that we can take advantage of," Grizzlies guard Mike Conley said. "I know our guys are focused. We're treating it one game at a time. We know they're going to fight like they have their backs against the wall just like they did tonight. They're going to play with a sense of urgency, and we have to be ready."
Game 5 is Wednesday night in Oklahoma City, and the Thunder have played in the Western finals each of the past two playoffs. But they don't have Russell Westbrook in this series.
"It's not over yet, and we understand that," Thunder coach Scott Brooks said. "It's the first to four. They're in a good position, but our challenge is not impossible. It's something that we can do. We just have to focus one possession, one game at a time. Hopefully, we can do that and come back here Friday night. There's a barbecue festival, right?"
The Grizzlies outscored the Thunder 9-3 in overtime.
Kevin Durant scored 27 points but missed all five of his shots in the extra period, including a layup in the final seconds. Durant went 2 of 13 in the fourth quarter and overtime and had only five points. He did score on a driving layup that forced overtime. But the All Star played 48 minutes and was just short on his shots as the game wore on.
Asked why he drove for the tying layup in regulation instead of a 3 to win, Durant said he saw a wide-open lane.
"I just went to get as close as I could and try to send it to overtime, which we did," Durant said. "They made more plays than us in overtime, and they got the win."
Durant got the help from his teammates that he had been needing. Kevin Martin scored 18 points, Serge Ibaka had his best game of the series with 17 points and 14 rebounds, and Reggie Jackson had 15. Nick Collison even added 10.
Mike Conley led Memphis with 24 points and Marc Gasol and Zach Randolph each had double-doubles. Randolph had 23 and 12, while Gasol had 23 and 11 along with six blocks on the day the Defensive Player of Year was named to the NBA's second All-Defensive team along with Conley, who had four steals.
Allen, who finished with 10 points, had three steals on the day.
Storylines Grizzlies 103, Thunder 97 (OT)
R Mike Conley leads Memphis with 24 points, while and Marc Gasol and Zach Randolph each tally double-doubles.
• Memphis takes a 3-1 series lead, with Game 5 set for Wednesday.