The teams combined for five goals in an 8:18 span of the third period before the Avalanche dropped their fourth straight. Joe Sakic scored his eighth goal of the season to put Colorado up 3-2 with 8:31 remaining, but the Avalanche were called for two penalties to give San Jose a 5-on-3 opportunity. Thornton netted his fifth of the season and Marleau added his 12th on a shot from the circle.
Antti Laaksonen scored his first goal early in the third period to give Colorado a 2-1 lead, but Steve Bernier tied it with a backhander minutes later.
Nabokov returned to the Sharks' net after tweaking his neck against Phoenix on Saturday.
Jose Theodore finished with 22 saves.
An errant pass by Sakic early in the second period led to a short-handed goal by Curtis Brown.
Brett McLean scored his fourth goal of the season 3:48 into the game from a difficult angle to give the Avalanche a 1-0 lead. He gathered the puck from behind the net, skated toward the right circle and directed a shot on goal without looking.