Making matters worse for the Knicks: centre Amare Stoudemire cut his left hand in a post-game incident.
"I am so mad at myself right now, I want to apologize to the fans and my team, not proud of my actions, headed home for a new start," Stoudemire wrote on Twitter after the Knicks left the arena.
Stoudemire left the building with his arm in a sling and what appeared to be a bulky wrap over his left hand.
LeBron James finished with 19 points, nine assists and seven rebounds for the Heat, who lead the Eastern Conference first-round series 2-0.
Carmelo Anthony scored 30 points on 12-for-26 shooting for New York, which got 18 points from Stoudemire and 13 apiece from Tyson Chandler and J.R. Smith. The only other team to lose 12 straight playoff games is the Memphis Grizzlies, who dropped their first dozen post-season contests from 2004 through 2006.
New York's last post-season win came April 29, 2001. The Knicks get another chance to snap the drought Thursday when they host Game 3.
THUNDER 102, MAVERICKS 99
OKLAHOMA CITY (AP) — Russell Westbrook scored 29 points and Kevin Durant added 26 as Oklahoma City took a 2-0 lead in the first-round playoff series.
Durant hit two free throws with 50.4 seconds left to give Oklahoma City a 98-97 lead, and James Harden hit four more foul shots to close it out for the Thunder.
Jason Terry missed two 3-point attempts from the left wing in the final 5 seconds that could have tied it.
Dirk Nowitzki led Dallas with 31 points and Shawn Marion scored 15. The Mavericks led in the closing minutes of both road games but couldn't even manage a split.
Game 3 is Thursday night in Dallas.
The Thunder lost both home games to Dallas in last year's Western Conference finals. Durant hit a jumper with 1.5 seconds left as Oklahoma City overcame a seven-point deficit with 2 1/2 minutes left to win Game 1 99-98.
PACERS 93, MAGIC 78
INDIANAPOLIS (AP) — David West had 18 points and 11 rebounds to help Indiana even the Eastern Conference first-round series at one game apiece.
Danny Granger and George Hill each added 18 points and Paul George had 17 points and eight rebounds for Indiana.
Glen Davis led the Magic with 18 points and 10 rebounds, but he shot 5 for 16 from the field. J.J. Redick scored 13 points and Jameer Nelson added 12 for Orlando.
The Pacers were heavy favourites in the series because Dwight Howard, Orlando's All-Star centre, is out with a back injury. Indiana lost Game 1 81-77 on Saturday, and the frustrated Pacers fought hard to avoid taking a two-game deficit to Orlando on Wednesday.
Indiana outrebounded Orlando 26-13 in the second half and held the Magic to 36 per cent shooting overall. Indiana has held the Magic below 40 per cent shooting in both games.