"We didn't want to see the Cup coming out on our home ice," Lundqvist said.
With 1 minute, 11 seconds to go, a puck got through Lundqvist and stopped at the goal line, where Derek Stepan knocked it away with his glove, sliding it toward his goalie.
The puck seemed to stop magically on a small pile of ice chips that had collected behind Lundqvist.
"Sometimes the hockey gods are there, and they were there tonight," Rangers coach Alain Vigneault said.
"After I pushed it back under him, I don't know where it's going or what's going to happen," Stepan said. "Kind of a lucky play."
Stepan said he "knew I couldn't put my hand on it, so I just used the side of my glove."
After the Kings sliced the deficit to 2-1 in the second period, the Rangers went into a defensive shell, getting outshot by 26-3 the rest of the way. But Lundqvist (40 saves) had all the answers. He now has eight consecutive wins when facing elimination and a save percentage of about .970 in those games.
"He stood on his head and made big saves at big times," Stepan said.
All told, the Kings held a 41-19 shot advantage, including a 15-1 third-period domination.
Game 5 is Friday night in Los Angeles, where the Kings will try to win their second Stanley Cup in the last three seasons.
Teams winning the first three games of the Finals have claimed the Cup 25 of 26 times since the best-of-seven format started in 1939. The exception: Toronto, which came back from the dead in 1942 against Detroit.
The Rangers avoided being the first team swept in the Finals since Detroit brushed aside Washington in 1998.
The Rangers haven't been at their best when holding a 2-0 lead in this series. Witness the first two games, when they lost in overtime after building 2-0 leads.
So an air of uneasiness engulfed Madison Square Garden when the Rangers' 2-0 lead Wednesday was cut in half on Dustin Brown's breakaway goal with 11:14 left in the second period.
Brown shook his fist triumphantly after the goal, and the Kings dominated the rest of the game.
Brown scored after Rangers defenseman Dan Girardi partially fanned at the point while breaking his stick. The Kings captain picked up the loose puck and beat Lundqvist with a pretty move.
Earlier, swift left winger Benoit Pouliot, a soon-to-be free agent who may interest the Flyers, tipped in John Moore's point drive to give the Rangers a 1-0 lead with 12:35 left in the opening period.
Jeff Carter nearly tied it, but as the puck got past Lundqvist and was slowly crossing the goal line, defenseman Anton Stralman swatted it out of harm's way with 8:10 to go in the first. A video review showed that only part of the puck had crossed the goal line.
Martin St. Louis' eighth goal of the playoffs, from the side of the net with 13:33 left in the second period, gave New York a 2-0 lead before Brown changed the momentum.
Two years ago against New Jersey, L.A. won the first three games of the Finals, lost two straight, then coasted in Game 6 to capture its first Cup.