But it was a flop for their new supporting cast, including L.A. native and former league MVP Russell Westbrook.
Curry, a two-time MVP, had 21 points, 10 rebounds and 10 assists for the Warriors, who rallied from 10 points down to stun the Lakers 121-114 in a season opener Tuesday night.
The Lakers went cold in the fourth quarter, and surrendered the lead halfway through the period.
James had 34 points and 11 rebounds, while Davis had 33 points and 11 rebounds. No other Lakers scored in double figures.
"Those two guys were spectacular," coach Frank Vogel said. "We're going to be pretty good if we get those type of performances. We just have to be better defensively. This is a team that is all new to each other, so everybody's finding their way a little bit."
Wesbrook shot just 4 for 13 for eight points in his Lakers debut.
"Him more than anybody, it's going to be an adjustment period," Vogel said. "He's coming into our culture, our system, he's the new guy, he's got to find his way. It's difficult, when you're used to being the guy that has the ball most nights, to be able to play off others like LeBron and A.D. It's just a little bit different for him. He's going to be great for us but it's going to be an adjustment period."
James and Davis said they helped console Westbrook afterward.
"I told Russ to go home and watch a comedy," James said. "Put a smile on his face. Don't be so hard on himself."
The Lakers had an 84-74 lead late in the third quarter after a jumper by Kent Bazemore, but the Warriors slowly closed the gap.
"We didn't finish quarters well the whole night," Vogel said. "We gave up a 38-point fourth quarter. If you do that you're going to lose most nights. Our defense is just not on a string yet. I thought we did a good job being up on Steph, but the back side was much better in the first half than the second half."
Curry made three free throws in the closing seconds of the third quarter after he was fouled taking a 3-pointer, and Jordan Poole and Damion Lee hit 3-pointers early in the fourth.
Poole's layup with 9:17 left put the Warriors ahead for good at 91-90, and he finished with 20 points. The Warriors expanded the lead to 98-90 before the Lakers twice closed within two points.
But Curry and Nemanja Bjelica each hit 3-pointers to give the Warriors some breathing room. Bjelica had 15 points and 11 rebounds, while Lee also scored 15 points.
"We kept our composure and didn't turn the ball over in the second half, which was a huge benefit to just maintaining the pace and giving ourselves some looks," Curry said. "But the fact that everybody who was on the floor contributed in a meaningful way kind of speaks to our depth and how we want to play going forward. We're excited about that and it's good to be 1-0."
Davis and James dominated for much of the game while welcoming a slew of new teammates, including Westbrook, Carmelo Anthony, Rajon Rondo, Dwight Howard and DeAndre Jordan.
The Lakers, who won the NBA title in the bubble in October 2020, retooled after losing to the Phoenix Suns in the first round of last season's playoffs. They retained just three players - James, Davis and Talen Horton-Tucker, who's out with a thumb injury.
James and Davis made 3-pointers and fallaway jumpers. In one remarkable sequence, James saved an errant pass and flicked it to Davis, who slammed it home for a 68-61 lead with 7:51 to go in the third quarter.
The Lakers, who went 0-6 in the preseason, led 59-53 at halftime.
Warriors: Golden State remains without All-Star guard Klay Thompson, who continues to rehab an Achilles tendon injury that cost him the entire 2021 season. ... The teams last met on May 19 when Los Angeles beat Golden State 103-100 at home in the opener of the league's first play-in tournament.
Lakers: Howard welcomed fans with a short address just before the game, mentioning that it was the NBA's 75th anniversary and closed by saying, "Let's get it!" ... Jordan and Bazemore started alongside James, Davis and Westbrook. ... Anthony and Rondo got a nice hand when they subbed in together with 5:40 to go in the first quarter.
Warriors: Host Los Angeles Clippers on Thursday.
Lakers: Host Phoenix on Friday.
LeBron: I'm not worried about Russ at all
LeBron James reiterates his trust in Russell Westbrook following the Lakers' opening-game loss against the Warriors.