Curry topped the scoring with 17 points as host Chicago extended its longest winning streak since the Michael Jordan-led team won 13 in a row to finish the 1997-98 championship season.
The Bulls (16-18), who started the season with nine straight losses, have now won 12 out of 15.
Kirk Hinrich had 15 points and 11 assists for the Bulls while Ben Gordon added 16 points, including 14 in the final quarter.
After Curry's go-ahead basket, Nazr Mohammed had one more chance to win it for the Knicks but his shot was blocked by Tyson Chandler as time ran out.
Stephon Marbury led New York with 25 points and 10 assists. The Knicks squandered a nine-point lead going into the final quarter.
Rookie Trevor Ariza had career-highs of 18 points and nine rebounds for the Knicks.
In Atlanta, Al Harrington notched 22 points as the Hawks beat the Charlotte Bobcats 103-95.
Antoine Walker added 21 points and 11 rebounds for the Hawks, who also received a 10-rebound, eight-point performance from rookie Josh Smith.
Jason Hart had 19 points and Kareem Rush chipped in with 15 for the expansion Bobcats, who are 1-16 on the road.
In Washington, Juan Dixon and Gilbert Arenas scored 26 points apiece as the Wizards stunned the NBA's best team, the Phoenix Suns, 108-103.
Larry Hughes added 22 points and 13 rebounds for the Wizards, who won their seventh straight game.
Amare Stoudemire picked up 26 points for the Suns, who lost their third successive outing for the first time this season.
In Auburn Hills, Richard Hamilton recorded 25 points as the Detroit Pistons won a season-high fifth consecutive game, a 99-95 decision over the Philadelphia 76ers.
Tayshaun Prince added 19 points for the Pistons, 12-4 in their last 16 games. Allen Iverson piled up 28 points and 13 assists for the Sixers.
In Indianapolis, Hedo Turkoglu posted 23 points as the Orlando Magic edged the Indiana Pacers 85-84.
Grant Hill added 19 points and eight rebounds to help the Magic withstand a late Pacers rally. Jermaine O'Neal amassed 38 points and 15 rebounds for Indiana.
In Minneapolis, Latrell Sprewell registered 25 points to guide the Minnesota Timberwolves to a 92-84 triumph over the Portland Trail Blazers.
Kevin Garnett added 17 points and 10 rebounds for the T-Wolves. Ruben Patterson led Portland with 25 points.
In Memphis, Jason Williams notched 25 points and eight assists as the Grizzlies beat the Milwaukee Bucks 101-82.
Pau Gasol had 22 points and eight rebounds for the Grizzlies, who scored a team record 13 three-pointers. Michael Redd grabbed 26 points for the Bucks, who have lost four straight.
In Dallas, Dirk Nowitzki totaled 26 points and 12 rebounds to carry the Mavericks to a 98-93 victory over the New Jersey Nets.
Jerry Stackhouse added 20 points and 10 rebounds as Dallas beat New Jersey for the 10th straight game. Vince Carter had 29 points for the Nets while Jason Kidd produced his 61st career triple-double with 10 points, 11 assists and 10 rebounds.
In Houston, Tracy McGrady scored 28 points as the Rockets edged the San Antonio Spurs 73-67.
Yao Ming added 13 points and Dikembe Mutombo hauled in 15 rebounds as Houston won its fourth game in a row, a season-high. Tony Parker had 21 points and six assists for the Spurs while Tim Duncan picked up 18 points and 12 rebounds.
In Salt Lake City, LeBron James poured in 27 points to help the Cleveland Cavaliers rally from a 19-point deficit to defeat the Utah Jazz 84-71.
Jeff McInnis added 24 points for Cleveland. Carlos Boozer had 12 points and 16 rebounds for the Jazz.
In Sacramento, Chris Webber claimed 36 points and 10 rebounds as the Kings edged the Los Angeles Clippers 99-95.
Peja Stojakovic picked up 24 points for the Kings while Elton Brand led the Clippers with 25 points and 14 rebounds.
In Oakland, Lamar Odom collected 27 points and 12 rebounds to push the Los Angeles Lakers to a 104-102 win over the Golden State Warriors.
Chucky Atkins added 20 points for the Lakers. Derek Fisher led Golden State with 29.
