The Knicks played the entire second half without Amare Stoudemire, who had back spasms. Chauncey Billups missed the game with a sore left knee.
Garnett hit the decisive jump hook after backing Jared Jeffries into the lane. The Knicks then got the ball to Anthony in the left corner, where he was double-teamed by Paul Pierce and Glen Davis. Anthony passed inside to Jeffries, but Garnett stole the ball and called timeout with 4 seconds remaining.
The Knicks then fouled Delonte West, who made two free throws with 0.6 seconds to go.
Rajon Rondo led the Celtics with a career playoff-high 30 points.
Anthony matched his career playoff high for points and set a new high with 17 rebounds. Toney Douglas had 14 points.
Pierce had 20 points after missing his first five shots, and Ray Allen, who hit the game- winning 3-pointer in Boston's win in the opener, scored 18.
Anthony was the obvious choice to shoot on New York's final possession. So Pierce and Davis swarmed him when he got the ball just inches from Boston's bench, forcing him to pass to Jeffries, who tried an interior pass instead of going up with the shot.