This tidbit comes from Arash Markazi at cnnsi.com:

Courtside Confidential

Normally you don't associate Alec Baldwin with playoff basketball, but Jackson has made it a tradition of playing Baldwin's classic, "Always Be Closing" speech from Glengarry Glen Ross to the Lakers whenever they are in position to close out a series. While it has worked well in recent years, Luke Walton says it's not foolproof. "He kept playing that when we had a 3-1 series lead against Phoenix in 2006," said Walton. "We're better closers now."

Now that there's some time in between series, here is that famous scene (R-rated language) for your viewing pleasure. Even if you've seen it a million times, like me, it's still sublime: