VIDEO Rockets - Warriors Series Highlights: After Painful Game 2 Loss, How Houston Can Reach The 2015 NBA Finals

The Houston Rockets' season is slipping through their fingertips. Despite two hard-fought games in the Bay Area, the Rockets are down 2-0 in their best-of-seven series with the Golden State Warriors and ending a 20-year NBA Finals drought could be feeling like a lost cause.

Kevin McHale's squad return to the Lone Star State wondering "what could have been" after hanging tight with the Warriors in a close Game 1, and then letting Game 2 slip away after gut-wrenching final seconds.

On the final play of the game on Thursday, James Harden, who has been exceptional in the regular season and throughout the postseason, grabbed a rebound with nine seconds remaining, and dribbled into the frontcourt on a break, electing to not take the team's final timeout. Harden would run into a double team of Stephen Curry and Klay Thompson, prompting him to pass to a trailing Dwight Howard. Immediately getting a return pass at the three-point line, Harden took a dribble before lining up for a jumper but was swarmed by Curry and Thompson and coughed up the ball with less than two seconds on the clock.

Harden would fall to his knees with the ball loose. When the buzzer sounded, the underdog Rockets, who were hoping to get a shot at the NBA Finals by winning just one game at Oracle Arena, didn't even get a shot off when it mattered most.

“I’ll take our best player on a broken play any day of the week,” McHale said.

McHale maintained that it was the right move to keep the possession going.

“We had a timeout. Could have probably called it with about two, two and a half (seconds). But when I glanced up and I saw two guys behind the play, there’s just no way I was going to call a timeout at that point.”

No player seemed to feel worse than Harden. The 25-year-old scored 38 points on 13-of-21 shooting and nearly had a triple-double with 10 rebounds and nine assists, but the final play of the game is a memory that will no doubt linger.

"I'm kicking chairs (in the locker room after the game). It's frustrating to give the game away like that," Harden said. "We let two slip away. Now we're going home."

The Rockets can't advance to the Finals without a win in Oakland and the Warriors have an imposing 45-3 record in the regular season and postseason under first-year head coach Steve Kerr. Houston will need to win four of the next five games with two more coming in the hardest place to play in the NBA.

But if there is one team that can come back from tough odds, it might be the Rockets. After trailing the Los Angeles Clippers in the second round 3-1, Houston rallied to win the series with three straight victories. This is a battle-tested squad with a superstar guard in Harden, who is surrounded by crafty veterans.

“Anytime [Harden] has the ball, we like our chances," said forward Trevor Ariza, who has averaged 13.2 points per game in the playoffs, but has received more praise for his defense.

It seems like the Rockets all seem to know their role this season. Howard, who has battled a sore knee, has averaged an impressive 14 rebounds a game in the postseason, and has provided a steady force on the defensive end. Josh Smith, Corey Brewer, Terrence Jones and even 37-year-old combo guard Jason Terry have provided boosts when the team needed it most.

When the Rockets were down 3-1 to the Clippers, many had counted them out. ESPN pundit Stephen A. Smith posted on Twitter that he is "officially a damn fool" and apologized to the Rockets for questioning their resolve when Houston staged their comeback.

Can lightning strike twice in the West? The Warriors are certainly a more formidable opponent than the Clippers, and erasing a 2-0 deficit will be increasingly difficult with the determination of Curry, Thompson and some surprisingly effective play from players like Andrew Bogut.

Should the Rockets do the improbable and come back from the 2-0, they will more than likely need some help from other sources other than Harden. In Game 6 against the Clippers at Staples Center, it was Howard who came through. The 29-year-old had 20 points, 21 rebounds and two blocks against athletic center DeAndre Jordan and in the trenches against high-rising power forward Blake Griffin. Howard seems more than capable of repeating such a performance against the likes of Bogut and Draymond Green, but it probably can’t be a two-man show to hold off Golden State.

McHale could also receive a boost from Smith and Brewer. The pair each scored 19 points in Game 6 against a determined Clippers defense that seemed to have no answer for complimentary players as they contained Harden on 5-20 shooting. Indeed, when the attention is on Harden his teammates seem to come through.

While Harden may be due for an inspired performance on Saturday in Game 3, the Rockets often play best when role players are challenged. The defensive presence, and the bench scoring is there for Houston to stage another comeback, even against players who seem unguardable at times like Curry. In Game 1, the Rockets allowed Shuan Livingston to pour in 10 points in the final seven minutes of the second half. Houston can do a better job of containing the Warriors' bench, which might make a serious difference for the rest of the series.

Hope may not be lost for Houston with three home games left, but it will probably take more to beat the Warriors than it did against the Clippers.

Winning two games at Toyota Center will be difficult but the Rockets appear to have the will to pull it off. However, a victory in Game 5 at Oracle Arena will likely determine the series. The Rockets are almost certainly aware that they can’t afford to let another tight game slip by them.

"We're not going to go anywhere. We're just going to keep standing here and swinging. That's what we do," said McHale.