His teams always believe. That couldn't be better exemplified than the final run out from Henry Nicholls to dismiss Scott Boland after 43.4 overs. Australia's chance to win a seventh consecutive bilateral ODI series was thwarted.
"For us to beat the best team in world is testament to the depth created over a period," McCullum said. "The way the guys stepped up was phenomenal."
First David Warner, then Usman Khawaja, Steve Smith and Glenn Maxwell, the visitors' key batting quartet, had exited by 94 after 19 overs.
Ish Sodhi, a late call-up when Mitchell Santner injured his foot, was arguably the pick of the bowlers getting those latter two wickets. The triumph on his face was memorable as he took two for 31 from eight overs and received the man-of-the-match.
Earlier, at 221 for four after 40 overs, the New Zealand platform was set but 33 balls later they were all out for 246. Any option of acceleration or survival was extinguished.
New Zealand's innings in the first two matches had suffered from a dearth of runs in the middle order. On this occasion Grant Elliott and Corey Anderson looked to have averted a crisis with a 52-run partnership for the fifth wicket.
Elliott's 50 off 62 balls included just one four and one six; singles were his currency. Anderson toiled to 27 off 45 balls which included a solitary six.
They were ready to press the launch button but any hope of pyrotechnics fizzled as Australia doused them with penetrative bowling. Luke Ronchi, Doug Bracewell, Adam Milne, Sodhi made seven runs between them.
John Hastings (7.3-0-42-2) and Marsh (6-0-34-3) picked up from the match-winning efforts at Wellington.
Martin Guptill top scored with 59 off 61 balls and McCullum blasted 47 off 27 balls.
The Chappell-Hadlee decider marked another encore in the McCullum curtain call before 9751 fans.
A wave of relief will presumably wash over the New Zealand captain this morning. His international limited overs career is complete and he can focus on two final tests. The first, starting in Wellington on Friday, will be his 100th in succession from debut. He is the first of 2809 test cricketers to achieve the feat.
A lost toss meant McCullum was soon into his 260th and final ODI, walking through a green and gold guard of honour to open the innings, followed by a handshake from opposing captain Steve Smith.
"I was kind of hoping didn't happen," McCullum said. "It was a nice thing from Smithy and the Aussie boys. They're the best team in world, have been for a long time, and you want success against them."
The act reciprocated the human tunnel McCullum organised for Mitchell Johnson in his final test at Perth's Waca in November.
It added spirit to a contest already brimming with emotion.
The 34-year-old may never have experienced a universal group hug at home - he's often divided opinion like an axe through macrocarpa - but the Australian initiative reflected how his impact is perceived overseas.
Sentiment can't detract from the main reason cricket fans engage: the contest. And McCullum was up for it, absorbing crowd adulation that was sometimes lacking in the pre-captaincy years.
He played the last three balls of Josh Hazlewood's first over with caution, then uncoiled for John Hastings' second ball. The delivery swung into his arc. Bang, he executed a crisp strike, straight over Hastings' head and bouncing into the sightscreen for four.
The crowd erupted.
From there the usual theme park of an innings evolved. It was the cricketing equivalent of rollercoasters, bumper boats and dodgems. It was an innings you enjoyed, but which left you wanting more.
Appropriately, in 13 ODI innings at the ground, he averaged 63.88; his highest ODI average at any ground where he batted more than five times. He also became the first batsman to score 100 sixes in tests and 200 sixes in ODIs.
With the batting done, he took the reins of captaincy, working like an air traffic controller to ensure New Zealand wrung the most out of their total.
His hands constantly performed a mini tai chi marshalling fielders, the gum took a pounding and his hands and hips kept regular company. He even kept himself in the action, snaffling Glenn Maxwell and Adam Zampa at first slip.
The penultimate chapter of the long goodbye starts Friday at the Basin Reserve.
The live blog of how the Black Caps took down Australia in Hamilton.
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