But the rally was thwarted just over three minutes later when Calvert converted on a shorthanded 2-on-1 with a wrist shot that beat Lundqvist stick side. Columbus added an empty net goal with one second remaining.
"It just beat me fair and square," said Lundqvist, who made 20 saves. "It was a good wrist shot. It's tough to lose a game where you come back 2-0 and they score a shorthanded game-winner. That's a tough one. I felt like we did enough good things in the third to maybe win this one."
Chris Kreider returned to the lineup after missing the last two games with an upper-body injury.
While the Rangers still finish the trip with six out of a possible eight points, Marc Staal said the team wanted to get a good feeling back with them back to New York. He did not use the end of an eight-day trip as an excuse.
"Definitely were in the game," Staal said. "I don't think we were at our best by any means for long portions of the game, but we hung in there and battled and gave ourselves a chance. Tough to end the road trip like that. You want to win and finish it off right. we came up short."
New York returns to Madison Square Garden Sunday to take on the Florida Panthers.