After a timeout, Ellis was fouled by Courtney Lee and hit the first of two, making it 95-94. Milwaukee came up with the ball after a scramble on the missed free throw and Pierce was forced to foul Brandon Jennings with 18.5 seconds left. Jennings hit both free throws.
The Celtics had trailed 88-81 with under a minute to play in regulation before Pierce scored five points, tying it on a 3 from the top with 2.5 seconds to play. Sanders airballed a foul-line jumper at the horn, sending the game to OT.
The basket came after a steal by Rondo after Terry missed a wide open 3 and Green batted the rebound out to Pierce.
Jennings' 3-pointer right in front of Boston's bench with 7:56 to play moved the Bucks ahead 74-72, their first lead since the game's opening basket. Boston tied it on Green's two free throws on the ensuing possession, but Milwaukee scored seven of the next nine, making it 81-76 on Sanders' left-handed hook with 4:39 to play.
Pierce's 3-pointer from the left wing — after he let two defenders go flying by — cut it to 83-81 with 2:45 to go. After he got a steal on the other end, he back-rimmed a 3 before the Bucks had a 24-second violation, giving the ball back to Boston with 1:46 left.
But Pierce's jumper rolled out on the next possession and Ellis hit a driving floater from the right side of the lane, making it 85-81 with 1:11 to go.
Sanders then had an alley-oop off Ellis' pass to give the Bucks a six-point edge with just under a minute to play.
Coming off his hot shooting night in Wednesday's win over Cleveland, Pierce looked sharp early. He missed his initial shot then hit seven straight, scoring 17 points until missing a pair of open 3s late in the second quarter.
NOTES: The Bucks' usual starting guards were in there despite suffering recent injuries. Jennings had twisted his right ankle during Wednesday's game in Memphis and Ellis missed the morning shootaround with a sore back. "We've got to have our guards in the game, so it's good they'll be able to go," Skiles said before the game. ... Rivers didn't feel either team had an advantage even though they've already met three times in a short time. "It's amazing," he said. "This is the fourth time. It's funny. I don't think any of the lineups have been the same on either team, so it's four new times every time we play them." ... The Celtics next play on Christmas Day in Brooklyn against the Nets, opening a four-game road trip that has them on the West Coast for the final three. ... Milwaukee hosts Cleveland on Saturday night, the opener of three straight at home.