Damon homered in the 10th inning Sunday, giving the surging Yankees a 3-2 victory and their third straight comeback win over the Minnesota Twins that was capped by a game-ending hit.
"I've never been a part of something like this," manager Joe Girardi said. "There's probably a few more gray hairs on my head after these last three, but they have things that take care of that."
Alex Rodriguez homered in the seventh to start New York's rally from a two-run deficit. Mark Teixeira kept it tied in the eighth with a diving play at first base and the Yankees extended their winning streak to a season-best five games.
The past three victories have come in thrilling fashion against the tough-luck Twins, who dropped to 3-22 in the Bronx since the start of the 2002 season.
Melky Cabrera's two-run single off All-Star closer Joe Nathan finished a three-run rally in the ninth that gave New York a 5-4 victory Friday night. Rodriguez's 11th-inning homer won it Saturday, 6-4.
"Three walk-offs in a row. I know I've never seen it," Minnesota catcher Joe Mauer said.
The last time New York had three consecutive walk-off wins was August 27-29, 1972. The Twins had three straight walk-off losses in 1973.
"The guys are busting their tails," manager Ron Gardenhire said. "We are doing a lot of good things out there -- except winning baseball games."
With one out, Damon drove a full-count pitch from Jesse Crain (2-2) into the second deck of the right-field stands for his team-high 10th home run.
Damon tossed his helmet high as he trotted toward the plate, where he was mobbed by giddy teammates. Waiting to do a postgame television interview, he became the third Yankees player in three days to get a cream pie in the face from pitcher A.J. Burnett, delighting the crowd of 44,804.
"It doesn't seem like we've had an easy game yet this year, but we'll take any victory we can," Damon said. "We're glad that we're finding a way to win these close games. Earlier in the season we weren't doing that. That's going to be the difference when the season's over."
Afterward, Damon stood at his locker with a gaudy belt slung over his shoulder, looking like a boxer who just retained the title. Burnett's kids gave Damon the replica wrestling belt, and he's been passing it around the clubhouse to the star of each day's game.
On Sunday, he earned it back for himself with his third career game-ending homer, first with the Yankees.
"Johnny likes to have fun when he's out there. I don't think he ever squeezes the bat," Girardi said.
Minnesota lost its sixth straight on the road, falling to 4-11 away from home and 3-11 against the AL East overall. The Twins have dropped nine consecutive series at Yankee Stadium -- old and new -- since taking two of three games from May 8-10, 2001. They have lost seven straight here and 10 of 11.
Hitting in the clutch has been one of the biggest problems. Minnesota stranded 13 runners Sunday, leaving the bases loaded in the seventh and eighth.
Burnett and Kevin Slowey matched zeros for seven innings, and the Yankees nearly won on a wild play with one out in the ninth.
When reliever Jose Mijares swatted Francisco Cervelli's sharp grounder back toward the plate, speedy pinch-runner Brett Gardner tried to score from second. Mauer scooped up the ball, feigned a running throw to first and then scampered back to make the tag as both players dove headfirst for the plate.
"I thought he was going to throw it to first," Gardner said. "He got back to the plate a lot quicker than I thought he would."
Yankees RHP Chien-Ming Wang (hips) pitched seven shutout innings of four-hit ball in his second rehab start for Triple-A Scranton/Wilkes-Barre, against Columbus. New York reliever Brian Bruney (elbow) started the second game of that Triple-A doubleheader and could be back with the big club by Tuesday. ... The Twins are 1-for-25 with runners in scoring position during the series, stranding 34 overall.