Jason Terry contributed 20 points and Caron Butler scored 19 for the Mavs, who haven't lost since Nov. 19.
Steven Curry's 3-pointer with 5:39 left got the Warriors to within two at 86-84 but Dallas responded with six straight points to pull away, capped by Terry's 1-footer.
The Warriors made a final push with 15 seconds remaining when Dorell Wright connected on a trey to make it 104-100, but Nowitzki's free throw on the ensuing foul iced the victory.
Curry notched 21 points and David Lee chipped in with 20 points, eight rebounds and seven assists as Golden State went down for the fourth straight time and lost for the 10th time in 11 games.
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