Golden State's Stephen Curry scored 40 points, including a 3-pointer in the final seconds of regulation to complete a 20-point, fourth-quarter comeback that allowed the Golden State Warriors to beat New Orleans 123-119 in overtime Thursday and take a 3-0 lead in their first-round play-off series. The dramatic win by the Warriors was mirrored by Chicago's double-overtime victory over Milwaukee. The Bulls also established a 3-0 series lead, as did Cleveland against Boston. Curry hit seven 3s in all, including one to start overtime that gave the Warriors the lead for good. Stephen Curry (centre) scored 40 points as the Golden State Warriors beat New Orleans Pelicans 123-119 . Curry (left) shoots over Tyreke Evans of the Pelicans as he spearheaded their win over the Pelicans . Curry (centre) hit seven 3s as Golden State completed a fourth-quarter comeback to lead play-off series 3-0 . Klay Thompson had 28 points for the Warriors, who trailed 89-69 after three quarters, then outscored New Orleans 39-19 over the next 12 minutes. Anthony Davis had 29 points and 15 rebounds for the Pelicans, but his missed free throw with 9.6 seconds left allowed Curry's late 3 to tie it. Curry missed a 3-point attempt in the final seconds of regulation, but Marreese Speights corralled the rebound and handed it to Curry in the corner, and the Warriors' leader wasn't going to miss twice. Davis had a chance to tie it in the final seconds of overtime, but Warriors center Andrew Bogut forced him into a difficult driving shot, which missed badly. The Warriors go for the sweep on Saturday in New Orleans. No NBA team has ever overcome a 3-0 deficit to win a playoff series. Chicago are also on course for a sweep after a 113-106 double overtime win against Milwaukee. Derrick Rose scored 34 points and Jimmy Butler added 24 for the Bulls. Butler's steal and layup started an 8-0 run that gave Chicago a 109-101 lead with 2:44 left in the second overtime. Rose scored six points in the second overtime, including a layup off an offensive rebound with 2:15 left for a 10-point lead. Giannis Antetokounmpo had 25 points and Khris Middleton added 18 for Milwaukee, which went scoreless for more than 6 minutes in the first and second overtimes. The Bucks will host Game 4 on Saturday. Cleveland did not need overtime to take its 3-0 lead, but the 103-95 win at Boston was hard fought all the same. LeBron James scored 31 points and Cleveland moved one win away from a sweep in its first play-off series in five years. The Celtics kept it close, just as they did in the previous two games, and trailed 95-92 after Evan Turner hit a 3-pointer with 2:45 left. But Kevin Love hit two 3-pointers for a 101-93 lead with 26 seconds to go. Turner had 19 points and Avery Bradley added 18 for Boston. LeBron James (centre) scored 31 points as the Cleveland Cavaliers beat Boston 103-95 . James (second left) helped Cleveland move a win away from a sweep in the first play-off series for five years . Love had 23 points and J.R. Smith added 15 for the Cavaliers. Cleveland can complete the sweep Sunday in Boston.
Stephen Curry's 40 points included a 3-pointer in the final seconds .
Curry's performance propelled Golden State Warriors to 123-119 win .
Golden State now lead their first round play-off series 3-0 .