Bradley Beal had 21 to lead Washington, which is 1/3 in the preseason.
The Knicks (2-2) outscored the Wizards 12-2 in the first seven minutes of the second on their way to a 30-16 quarter. They led 59-46 at halftime.
Washington began the third quarter with a 16-2 run to take a 62-61 lead with seven minutes to play, but New York answered with a 17-6 spurt to lead 78-68 after three.
The game drew a sellout crowd of 12,376 to Baltimore Arena, where the Bullets played for 10 years before moving to Landover, Md. in 1973. They became the Wizards in 1997.
Many in the crowd were there to see Anthony, whose ties to the city where he was raised were remembered by the fans who cheered lustily for him.
Before the game, Knicks coach Mike Woodson said he knew it would be big night for Anthony and planned to play him 20-25 minutes. He played 29.
New York guard Iman Shumpert sprained his right elbow late in the first quarter when he got tangled up with Beal.
Nene, who stayed behind in Brazil after Washington's game in Rio De Janeiro, did not play for the second straight game.