Thompson poured on 34 points while Curry finished with 23 on a below-par night for Westbrook, who was restricted to 15 points, eight rebounds and eight assists.
Thompson made 12 of 21 from the field and sunk seven of 15 attempts from three-point range, reviving memories of his heroics in last season's playoffs when he blitzed the Thunder with a stream of three-pointers.
"I don't think it's anything particular," Thompson said when asked about his habit of delivering against Oklahoma City.
"I've been playing well the last few games. Got a lot of great looks today. It's as simple as knocking them down."
Curry meanwhile drained seven three-pointers as the Warriors improved to 56-14.
Victor Oladipo led the scoring for Oklahoma City with 17 points. Enes Kanter made 11 points from the bench while Taj Gibson added 10 as the Thunder fell to 40-30.
Curry had his radar finely tuned from the get-go, shrugging off the attentions of man-marker Westbrook to score 11 points in the first quarter.
Westbrook meanwhile struggled to find his range, making only one from six from the field.
"Just one of those nights, Westbrook said. "Shots didn't fall. They made shots as well. A few mishaps defensively. But we'll be all right."
The Thunder star was unable to find a way past some vigilant Warriors defense, with the visitors comfortable soaking up pressure before countering effectively.
The frustration got the better of Westbrook late in the second quarter, when he engaged in a shoving match with Curry that led to a prolonged melee.
The scuffle ended with technical fouls against Westbrook, Curry, Draymond Green and Oklahoma City's Semaj Christon.
"Ain't nothing going through my mind but to protect my teammates," Westbrook said when asked about the scrap. "That's what was going through my mind."
When play resumed, the Warriors won the tap and found Curry, who unfurled a trademark long-range effort to make it 59-39 at the half.
Westbrook and Oladipo inspired a 13-5 Oklahoma run at the start of the second half to give the Thunder hope.
But Curry and Thompson responded with a slew of three-pointers to halt the Thunder's momentum.
Warriors coach Steve Kerr was satisfied by the way his team responded after Westbrook's rally early in the second half.
"We knew it was coming," Kerr said.
"We're on their home floor. Russell did not have a great first half. We knew he would come out attacking. He attacked the rim a couple of times. We just weathered the storm," added Kerr, singling out JaVale McGee for praise.
"(He) came in and had a huge impact. Getting his hands on a lot of rebounds, deflections. He just got his hand on the ball and created extra deflections for us. Obviously, we had Steph and Klay going from 3-point land," he said.
source: news.abs-cbn.com
