The Grizzlies might have a new coach, but they're beginning to look like a team that intends to make a return trip to the Western Conference finals.
"New coach, new offense ... we just have to get used to it," said Conley, who finished with 19 points, six rebounds and four assists. "Now we've been able to figure it out."
Conley had missed 10 of his 18 shots before sinking a wide-open jumper from beyond the arc to give Memphis an 82-79 lead. After Tayshaun Prince followed with a 21-foot jumper, Golden State center Andrew Bogut scored on an alley-oop from Andre Iguodala to cut the gap to 84-81.
Prince made another jumper and Marc Gasol added two free throws for the Grizzlies, who outscored the Warriors 13-6 in the extra period. Prince's two jumpers over the final 56 seconds helped seal Memphis' 11th consecutive victory against Golden State.
Randolph scored 21 points on 9-of-22 shooting and added 12 rebounds, while Gasol had 18 points and 11 rebounds. The win completed a four-game West Coast sweep for Memphis after the Grizzlies had dropped two of three at home.
"We had to battle through this whole road trip," first-year Grizzlies coach David Joerger said. "Last game of the road trip and we just made some stops, blocked some shots. It feels good to get rolling and take some momentum home with us."
That forced coach Mark Jackson to shuffle his lineup. Iguodala ran the point in Curry's absence, finishing with 14 assists, while Harrison Barnes made his second start of the season.
"Obviously, [Curry] is a big-time player and not having him hurt us," Jackson said. "They outplayed us tonight. We battled, we defended, we executed and we fell short."
Memphis trailed most of the first half and was down 70-66 in the fourth quarter before rallying to force overtime on Gasol's two free throws with 2:02 left.
Both teams missed chances to win in regulation before the Grizzlies pulled away over the final 2 minutes of overtime to hand the Warriors their first home loss of the season.
Golden State, which had won four straight since losing to Memphis by 18 on Nov. 9, fell short in a bid to match its best start since 1991-92.
Curry was held out after sustaining a mild concussion from hitting his head on the floor diving for a loose ball during Golden State's win at Utah on Monday. The Warriors' second-leading scorer, Curry sat on the bench but received a rousing ovation from the crowd when a video tribute of his record-setting 3-point season from a year ago played on the scoreboard.
Even without their point guard, the Warriors got off to a quick start.
Barnes had 10 points in the first quarter to help Golden State build a 26-16 lead. The Warriors also got a lift when Iguodala split a double-team by Gasol and Conley near the top of the key and dunked.
A pair of jumpers from Klay Thompson pushed Golden State's lead to 32-20 in the second. Memphis, which shot 35 percent in the first half, couldn't get closer than seven and trailed by 10 at halftime.
The Grizzlies trailed by seven early in the third when Randolph and Conley scored four points apiece as part of a 10-0 run that helped give Memphis a slim lead heading into the fourth.
Randolph, who had 23 points and 11 rebounds in the first meeting between the teams, struggled with his shot most of the night but had eight points in the third quarter to keep the Grizzlies close.
Jackson was unsure whether Curry would play Friday against the Lakers. "We're fortunate, because looking at the video it could have been a lot worse," Jackson said. "We'll continue to keep a close eye on him." ... Golden State backup center Ognjen Kuzmic broke his right pinkie in the first half.