Curry needed just three quarters to compile 27 points, 11 rebounds and 11 assists for Golden State, which got back on the winning track after a one-sided loss to Chicago Wednesday.
It was Curry's first appearance in Madison Square Garden since he pumped in 54 points against New York exactly one year earlier.
Klay Thompson netted 25 points and with Jermaine O'Neal added 15.
The Knicks dropped a fifth straight despite 23 points and 16 rebounds from Carmelo Anthony.
Tim Hardaway Jr. provided 22 points and J.R. Smith put in 17.