Reigning MVP Nikola Jokic put up a game-high 37 points for the Nuggets, shooting an absurdly efficient 66.7% from the field, to go along with eight rebounds and six assists.
Denver led for most of the game, finding themselves up by as many as 17 in the second quarter, but buoyed by a combined 65 from Steph Curry and Klay Thompson, the Warriors roared back in the closing stages to take a two-point lead.
However, two huge buckets from Jokic and Monte Morris put the Nuggets back up after Austin Reaves secured a huge defensive stop from a Warriors' inbound pass, before Will Barton sealed with the win with a dagger three-pointer with six seconds remaining.
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Despite sitting on the bench at the time, Jokic was largely responsible for Reaves' stop on the defensive end, warning the Nuggets players on the court that the Warriors were planning to lob the ball to Andrew Wiggins.
"They're a championship [level] team, you know, and we needed to put up a fight, we didn't want to get swept," Jokic told ESPN after the game. "I think we didn't deserve to get swept, so it was [having] a little bit more pride in ourselves and we were fighting.
"They're a great team, but today, we won. That's what we have [to do], fight. The odds are against us, but we've beaten the odds a couple of times, so why not?"
Jokic was backed up on Sunday by Morris' 24 points and Aaron Gordon's 21, while exciting rookie Bones Hyland added 15 points, four rebounds and seven assists off the bench.
For the Warriors, Curry posted a team-high 33 as he continued his role as a supercharged sixth man off the bench following time out through injury. However, the eight-time NBA All-Star was uncharacteristically wasteful from the line, missing a career-high four three throws in the game.
Thompson had 32 points on 12-of-20 shooting and Wiggins added another 20 to go along with two steals and two blocks, with Draymond Green notching a double-double with 13 points and 11 rebounds.
The teams return to San Francisco for Game 5 on Wednesday, where the Warriors will be hoping to close out the series.