Stephen Curry hit five second-half 3-pointers and scored 36 points in all for Golden State, who will host the opener of the best-of-seven NBA Finals on Thursday in Oakland.
The defending NBA champions, who rallied from a 3-1 series deficits, were down by 13 in the first half and eight early in the third quarter before gunning their way to a shot at becoming the NBA's first repeat winner since Miami in 2012 and '13.
Golden State, who made seven 3-pointers in the first half, got 10 over the final 24 minutes to catch and pass the Thunder, the third-seeded team in the Western playoffs.
Klay Thompson and Draymond Green bombed in consecutive threes to give the Warriors an 88-77 lead with 4:44 to go, but the Thunder would not go quietly.
Russell Westbrook scored on a drive and Kevin Durant scored seven consecutive points, and all of a sudden Oklahoma City were back within 90-86 with 1:40 to play.
However, Curry, fouled on a desperation 3-point attempt, cashed in three free throws, then iced Golden State's comeback with one final 3-pointer with 26.8 seconds left, opening a 10-point lead.
Curry finished 13-for-24 from the field and 7-for-12 from 3-point range on a night when the Warriors shot better from beyond the arc (45.9 percent) than overall (43.5 percent).
Curry also found time for eight assists.
Thompson hit six 3-pointers to account for almost all of his 21 points, helping Golden State outscore Oklahoma City 51-21 on long-distance shots.
Green added 11 points and a team-high nine rebounds for the Warriors, who became just the 10th team in NBA history to overcome a 3-1 deficit in a best-of-seven series.
Durant led the Thunder with 27 points, hitting 10 of his 19 shots and three of his seven 3-point attempts. He also had seven rebounds.
Westbrook recorded a 19-point, 13-assist double-double, but he shot just 7-for-21.
Oklahoma City shot just 38.2 percent from the field and made only seven of its 27 3-point attempts.
Serge Ibaka added 16 points for the Thunder, who were seeking to become first team in NBA history to beat two 65-win teams in the same playoffs.
Oklahoma City eliminated the West's second seed, the San Antonio Spurs, in the second round.
While the Warriors were holding the Thunder to five field goals in the third quarter, Curry was heating up at the other end of the court.
Golden State trailed 48-42 at the half before using a 15-6 spurt to open the third quarter and go up 57-54, their first lead since the second minute of the game.
The 15 points were the result of five 3-pointers, including three by Curry, who had made only two the entire first half.
