Stephen Curry said it was a special night after he finished with an NBA Finals record nine three-pointers to lead the Golden State Warriors to a 122-103 win over the Cleveland Cavaliers.

Curry scored 33 points, adding eight assists and seven rebounds, as the Warriors took a 2-0 series lead against Cleveland for the third successive season.

The two-time MVP scored five times from beyond the arc in the final quarter of game two to break Ray Allen's record of eight shots from three-point range and he acknowledged the significance of the feat post-match.

"It's a pretty cool deal to accomplish [the record]," Curry said.

"But at the end of the day it's about trying to get the win and doing whatever we can to make that happen.

"It's a pretty special night. Hopefully some more special things happen and we can get two more wins."

Curry said his strong shooting performance was due to the team's strategy.

"Everything's under the microscope in the playoffs, especially with how teams guard us," he said.

"You've got to find different ways to create space, but when we keep the ball moving and keep bodies moving, good things usually happen.

"We were really efficient getting into the paint, kicking it out, finding an open guy and we've been locked into that type of offense."

Curry also credited an increased intensity from the Warriors for their improvement in game two.

"We watched the film from game one. LeBron [James] had an amazing night, but there was a lack of urgency," he said.

"We tried to be physical. Klay [Thompson], KD [Kevin Durant] and Draymond [Green] were huge in that transformation to game two.

"We still have some things to correct going into game three, but energy, effort and physicality from the jump gave us a lot of momentum and confidence to have a better start to the game and sustain it for 48 minutes."