Andre Iguodala's three-pointer with just over five seconds remaining tied the game, and after Brook Lopez missed a jump shot for a surprise win, the champions outscored the Nets 10-2 in the extra period.
Crucially, LeBron James, who finished the night with 37 points, was without a score in the final three minutes of the second extra period as seven Bucks players scored in double figures to prevent the Cavs from earning a ninth win in a row.
It was another frustrating evening for the Houston Rockets as they slipped to 4-6 for the season with a 110-98 defeat to the Dallas Mavericks in the battle of two Texas franchises.
The Los Angeles Clippers were victorious without Chris Paul and J.J. Redick as Jamal Crawford capitalised on a rare opportunity in the starting lineup to score 37 points in a 101-96 win over the Detroit Pistons.
Blake Griffin added 34 points for the home side as the Clippers pulled away in the closing stages to move to 6-4 for the season.
A career-high five three-pointers helped Humphries to 23 points, while John Wall had 15 points and 11 assists to put a poor run behind them.
Philadelphia pulled within four points with three minutes remaining, but despite 21 points and 12 rebounds from Jahlil Okafor, the Sixers were unable to avoid slipping to 0-10 for the season.
It was the fourth game in a row in which Bledsoe scored more than 20 points, and it proved to be a comfortable evening as the Nuggets never recovered after being held to just 28 points in the first half.
Results in full: Brooklyn Nets 99-107 Golden State Warriors, Cleveland Cavaliers 105-108 Milwaukee Bucks, Detroit Pistons 96-101 Los Angeles Clippers, Orlando Magic 99-108 Washington Wizards, Dallas Mavericks 110-98 Houston Rockets, Philadelphia 76ers 83-92 San Antonio Spurs, Denver Nuggets 81-105 Phoenix Suns