Westbrook hit two free throws after that to put it away — this time for good.
Collison came up with a desperation 3-pointer at the buzzer to send it to overtime after Dallas had given up the lead for the first time since the opening 4 minutes.
Marion inbounded from the sideline with 2.2 seconds left, collected a deflected pass and headed toward the lane before kicking the ball out to Collison, who caught the ball in mid-air and heaved it toward the basket for the tying 3 from the right wing.
Replays showed he released the shot with one-tenth of a second left on the clock.
"He was phenomenal for us tonight and fun to watch. I hate to waste an effort like that from him obviously," said Nowitzki, who had nine points in his second game back after offseason knee surgery.
"We definitely need him to keep playing like that. Obviously, he's not going to score 30 every night but we need him to attack and make some stuff happen."
Kaman ended up with 17 points and Marion chipped in 14 points and nine rebounds for the Mavericks, who were swept on a treacherous three-game road trip that featured stops at West contenders Memphis, San Antonio and Oklahoma City despite getting Nowitzki back. Dallas has lost seven of eight to fall to 12-17.
"I think the goal is still the playoffs. I don't think that's going to change," Nowitzki said.
Dallas had been 11-1 this season when leading at the beginning of the fourth quarter and 11-2 after holding a 10-point lead or larger. Mayo, who had been averaging 20.6 points, scored only four and has 29 total over the last four games.
Oklahoma City had won 12 in a row before losing back-to-back games at Minnesota and Miami.
The franchises have grown quite familiar over the past two seasons, with each team taking a turn knocking the other out of the playoffs — in addition to their proximity along Interstate 35 and a handful of preseason matchups to go with the usual regular-season meetings. Dallas eliminated Oklahoma City in the Western Conference finals before winning the NBA title in 2011 and the Thunder swept the Mavs in the first round last season.
Other than Nowitzki and coach Rick Carlisle, there aren't many remnants of those Dallas teams left. An offseason overhaul left Marion, Vince Carter, Brandan Wright and Rodrigue Beaubois as the only Mavericks remaining from those clashes.
Notes: Beaubois, a reserve guard for the Mavericks, did not play because of an illness. Carlisle said he hoped to have Beaubois back for Friday's home game against Denver. ... Reggie Jackson took Eric Maynor's minutes as Westbrook's backup at point guard for the second straight game. ... Durant remained first among Western Conference frontcourt players in NBA All-Star balloting returns announced Thursday. Westbrook stayed in fifth among guards. Nowitzki, who has made 11 straight All-Star games, was 13th in the frontcourt. ... Ibaka had a double-double by halftime for the first time in his career.