Stampede captain Bert Haines scored the game-winning goal in the first period of overtime to send the home fans wild.
It was an especially memorable goal because the Stampede had a man off the ice at the time.
The Thunder had led 1-0 but the Stampede held a 2-1 lead after the first period, and was up 3-1 after the second.
Paris Heyd got a goal back for the Thunder in the final period, and Finnish import Jesse Kantanen tied it up with just 1 minute 23 seconds to go.
Ryan Strayer, Matt Schneider and William Compton scored the goals for the Stampede in regulation.
However, the Thunder bounced back last night, winning the second game of the double-header 5-3.
It was 1-1 after the first period and 2-2 after the second.
In Auckland, the Botany Swarm beat the West Auckland Admirals 7-4 on Saturday night.
Last night the Admirals won 4-3 in overtime.
In the next round, the Stampede hosts the Swarm, and the Thunder hosts the Canterbury Red Devils.
