Carmelo Anthony scored 17 fourth-quarter points and knocked down a pair of free throws with 16.3 seconds remaining to lead the Knicks, who blew an early 17-point lead and trailed 87-79 entering the fourth. Anthony poured in 37 points on the afternoon, while Amare Stoudemire added 21 points and Toney Douglas finished with 19.
"We came together as a team even when we got down," said Anthony, whose 37 points are tied for the second-most by a Knick in a season opener, falling one shy of Patrick Ewing's 38 points in 1990. "We willed our way to this win."
Key offseason acquisition Tyson Chandler had seven points and six blocks for New York, which halted an eight-game slide against the Celtics, including a four-game sweep in the opening round of last year's playoffs.
Knicks rookie Iman Shumpert -- the 17th overall pick -- scored 11 points in 22 minutes, but left in the third quarter with a sprained MCL in his right knee. He's expected to be out 2-to-4 weeks. Guard Mike Bibby may not play tonight because of back spasms.
New York will also visit the Lakers and Kings on the road trip, and hasn't opened the season with back-to-back wins since going 3-0 in 1999-00.
Golden State is in the midst of playing four straight games at home to kick off the 2011-12 campaign and has split the first two portions of the residency.
The Warriors lost to the Los Angeles Clippers on Christmas, but rebounded with Monday's 99-91 triumph over the Chicago Bulls. Monta Ellis netted a game-high 26 points and Stephen Curry chipped in 21 points, 10 assists and seven rebounds before aggravating a right ankle injury in the fourth quarter.
The win was the first for Golden State's Jackson, a former Rookie of the Year with the Knicks during the 1987-88 season.
"I've dreamt of this moment," Jackson said of his first win. "I'm extremely proud of our group. This win is really theirs."
David Lee totaled 22 points and seven rebounds for the Warriors, who will also host Philadelphia on the homestand. Curry, meanwhile, is listed as doubtful for tonight's game.
The Warriors and Knicks split two matchups a year ago, with each team winning as the guest. Golden State has won 14 of the past 18 encounters with the Knicks, losers in eight of nine tries at the Warriors.