Wolski broke a tie at 5:31 of the third period, and Anderson -- after allowing two goals in first 1:10 -- made 30 saves to help Colorado reach 10 victories with a 3-2 win over Calgary on Wednesday night.
Wolski scored his team-high eighth goal, beating Miikka Kiprusoff with a wrist shot from the high slot. Wolski dodged a fallen Daymond Langkow and eluded a stick check from Nigel Dawes, then faked a shot to freeze Kiprusoff before firing inside the post.
"I just tried to take it to the middle of the ice and (Milan) Hejduk and (Paul) Stastny were going to the net and that created a lot of space for me," Wolski said.
Wolski had two goals Tuesday night in the Avalanche's 3-0 victory in Edmonton. Last season, the Polish star had only 14 goals in 78 games.
"A lot of hard work this summer," Wolski said. "With the season we had last year, I was so disappointed. Hitting rock bottom there, you tend to step back a little bit and assess how the season went and what you have to do to get ready for the next season."
Anderson has started all 13 games for Colorado (10-1-2) in his first season with the team after leaving Florida as a free agent.
"There's no quit in the room," Avalanche coach Joe Sacco said. "You get in those situations, play back-to-back games on the road, there's a good hockey team here waiting for us, but there's no quit."
"For me, it was just a matter of resetting and refocusing," Anderson said. "My job was just to make sure it didn't get to three. I knew I had the confidence in our team to come back and get ourselves back into the hockey game."
Colorado has won four straight games and has earned points in its last 10 games (8-0-2). The Avalanche also improved to 6-1-2 on the road.
"There's a good feeling going on. The guys are pulling for each other. They're working hard," Sacco said. "The guys really believe they can win right now, doesn't matter if the situation is we're down 1-0 or 2-0, we have that feeling that we can come back at any time."
Koci made it 2-1 at 7:53 of the first, deflecting Brett Clark's point shot past Kiprusoff for his first goal of the season and second in 76 career games.
"We have a good mix here and the passion of the young guys is good for us because it brings energy to our game," Koci said.
The Avalanche tied it with 3:22 left in the period, scoring on a mad scramble in front of the net, a sequence that set up by a shot on goal by rookie Ryan O'Reilly. Kiprusoff could not contain the rebound and Jones eventually fired in his third goal.
Iginla opened the scoring at 55 seconds, beating Anderson on a low harmless looking wrist shot from 40 feet out that found an opening just inside the post.
Just 15 seconds later, Jokinen's centering pass from the corner glanced off the skate of a Colorado defenseman and past Anderson.
"We weren't as sharp as we should have been after that first minute, we realize that," Iginla said. "They also played a good road game. They didn't do a lot of flashy things, they didn't get a ton of shots, but they were opportunistic and on a back-to-back night, they did what they had to do."
Kiprusoff made 11 saves for Calgary. ... Team Canada general manager Steve Yzerman attended the game.