With Anthony out due to a sore right knee, the Knicks fell to Kevin Durant and the Thunder 95-94.
Smith was sensational for most of the night. He poured in a game-high 36 points but missed two attempts with the Knicks down one. The last miss was a fallaway jumper at the buzzer.
The Knicks are 4-5 without Anthony, who has missed two games with a sore right knee.
The Knicks went scoreless in the final 1:50 and did not have a field goal in the final 2:58.
SMITH COOLS OFF IN FOURTH: Smith was hot early, going off for 18 points in the second quarter. But he couldn't sustain it late. He missed 5 of 7 shots in the fourth as the Knicks couldn't hold the six-point lead they had at the start of the fourth. They went 4-for-18 in the quarter.
Early on, it was Smith's night.
After his 18-point second, Smith poured in another 13 points in the third to help the Knicks turn a six-point deficit into a six-point lead. He went 5-for-6 in the quarter and hit 3 of 4 3s, including one with two seconds to play that drove the Garden crowd to delirium. OKC didn't have a field goal in the first five minutes of the third and scored just 16 points in the quarter.
But it wasn't enough.
Durant had 34 points, 12 coming in the fourth quarter. Russell Westbrook had an erratic game, finishing with 21 points on 8-for-22 shooting. He did not score in the fourth.
NO TYSON? Woodson left Tyson Chandler on the bench for a five-minute stretch late in the fourth. He instead turned to Stoudemire in crunch time. Chandler re-entered the game with a little more than a minute to play.
It was a curious move, given Chandler's defensive acumen. Woodson might have been hesitant to pair Chandler and Stoudemire on the floor together.
STAT SO-SO: Coming off of back-to-back 22-point games, Stoudemire wasn't as efficient against Oklahoma City. He finished with 16 points in 29 minutes.
Stoudemire had more misses on Thursday (11) than he had in the previous two games (nine). Serge Ibaka (five blocks) certainly bothered him and, overall, the OKC front line showed more resilience than Detroit's or Cleveland's.
But he had his moments.
Stoudemire had an electric putback dunk with Ibaka looming in the paint.
Later in the quarter, Stoudemire ran from behind to swat Derrick Fisher's layup attempt into the stands.
K-MART:Kenyon Martin got off of Woodson's bench for the first time this month and contributed for the Knicks. He had two putbacks in the second quarter to fuel the Knicks' comeback. The second an electric putback dunk that sent the crows into hysterics.
Martin is on his second 10-day contract with the Knicks but prior to Thursday's game had played just five minutes.
Early in the fourth quarter, Martin delivered a hard foul on Durant that was originally ruled a flagrant but later changed to a personal.
Woodson will be proud: Martin used all six of his fouls. His final was used on Durant.
WHAT'S NEXT: The Knicks will likely have the day off on Friday before taking on the Utah Jazz on Saturday at MSG. They then hit the road for a five-game, seven-day road trip to the West Coast.