The Bulls won 44 consecutive home games from March 30, 1995, until April 4, 1996. That helped them set the record with 72 wins in 1995-96, a mark the Warriors remain on pace to surpass after beating the Thunder for the third time in as many tries this season.
"You can't even dream that stuff up," said Golden State coach Steve Kerr, who played on those Chicago teams. "It's been that kind of season for us."
Kevin Durant scored 32 points, Russell Westbrook had 22 and Serge Ibaka added 20 for the Thunder, who have lost six of eight since the All-Star break.
"We've definitely got to get it under control," Durant said. "I'm not happy with the way we're playing. Obviously we want to win, but this is where you see what you're made of."
Klay Thompson scored 21 for the Warriors, and Shaun Livingston provided 11 points, eight assists and tough defense on Durant off the bench.
The Warriors trailed 80-71 midway through the third quarter before racing past a Thunder team playing the back half of a back-to-back. Golden State cut the deficit to one after three quarters and then took over in the fourth.
With four starters on the bench to start the period, Golden State scored the first seven points with the help of a 3-pointer by Marreese Speights and strong play from Livingston to take a six-point lead.
"We're confident coming off the bench," Livingston said. "They have a good team. But we have a deeper team. We try to come in and all do our parts and do our jobs and hopefully overwhelm them over a 48-minute game."
Golden State extended the lead once the starters returned, going up 106-97 on Curry's three-point play with just more than 4 minutes left. Andrew Bogut then stole the ball from Durant, leading to a dunk by Thompson that gave the Warriors a 12-point lead.
Curry, who missed Tuesday night's overtime victory against Atlanta with an injured left ankle, added two late 3s to seal it.
Thunder: The Thunder have lost 10 games when leading after three quarters, tied with Philadelphia for most in the league.
Warriors: Speights is 4 for 4 from 3-point range the past two games after making just eight 3s coming into March. ... Curry won the Western Conference player of the month award for February, becoming the first Warriors player to win the award twice in one season. He also won in November.
Durant had nine turnovers, his second-most this season. He committed 10 against Sacramento on Dec. 6.
"I'm frustrated," he said. "I'm frustrated because we lost, but I played as hard as I could tonight. I'm not trying to shy away from them. I did it, I made turnovers, I played in a crowd when I shouldn't have, I tried to make passes that I shouldn't make, but at the end of the day I just tried to play the right way."
Rock star Prince walked in just before the start of the game to sit next to Warriors owner Joe Lacob courtside. Prince is playing a concert at the arena Friday and took the chance to watch Golden State in person.
"It was pretty special," Curry said. "It shows what we're kind of doing here at home that he wanted to watch us play."
Thunder: Visit Milwaukee on Sunday.
Warriors: Visit the Lakers on Sunday.