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Heat-Bucks: 300k 
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Van Horn had 26 points, 15 rebounds, two blocks and two steals. He scored eight points in the first overtime, when Milwaukee opened a 105-101 lead on an 18-footer by Michael Redd with 11 seconds to go.
But Miami's Eddie Jones made a running banker with seven seconds to go and Van Horn fumbled away an inbounds pass from Joe Smith with 5.7 seconds left, giving the Heat a chance to tie.
The Bucks did not apply pressure in the backcourt, and Keyon Dooling sprinted the length of the court and threw in a layup with 1.4 seconds remaining to force another overtime.
Despite losing superstar center Shaquille O'Neal to fouls, Miami (5-2) scored the first seven points of the period, opening a 112-105 lead at the 2:30 mark on a 3-pointer by Rasual Butler, who scored 17 points.
Van Horn dunked off a feed from Redd, whose 3-pointer made it a two-point game with 47 seconds to play. The Bucks had a chance to tie or win, but Van Horn launched an airball from the top of the arc with one second left.
O'Neal had 19 points and 18 rebounds and Jones scored 19 points for the Heat, who snapped a two-game slide as they improved to 4-0 all-time in overtime against the Bucks.
Redd scored 21 points and Maurice Williams added 18 and 10 assists for Milwaukee, which had won five of its last six meetings with Miami. The Bucks (3-2) have split four games decided by three points or less.