In games two and three, Kobe has had two missteps on crucial game-deciding possessions.
In game two he got blocked from behind by Hedo Turkoglu and gave Lee an opportunity for Orlando to win the game. He also passed on a wide open Ariza and Odom. Bryant did get touch-fouled on the way up by Lewis if you watch replays, but that's a tough call for referees to make.
In game three, he lost the ball to Pietrus with 28 seconds left trying to split a double team while down by two. Ironically, this was almost the exact same way he lost the ball at the end of Game two in the Denver series, which eventually led to a jump ball the Lakers fumbled (including the JR Smith jump ball violation no-call).
Kobe should not be so risky at the end of games trying to split double teams if defenders are able to poke the ball away.
There are also many clutch plays he has made in the last minute, including the pass to Gasol for the and-one in Game Two in OT, the step back jumpers he hit in both regulation and OT (I believe one in each), and free throws down the stretch in both the first home games.
This is a short post just to balance the bias here. Kobe is good in the clutch, but he isn't perfect and can and should do better in the games to come. Turnovers in the clutch situations are one of the worst outcomes possible, because it denies even the worst of opportunities a chance.
Getting blocked and having the ball stolen are much worse than getting off even a bad shot with a small chance of going in.
ESPN's J.A. Adande wrote a good article about Bryant's performance in the clutch.
Kobe has earned this title of "best closer in the game," largely because people can't say "best player in the game" anymore like they have for the last three years. When LeBron won the MVP this season most people started considering him the best player.
While Kobe has largely stepped up in the clutch this entire postseason in the clutch, the Finals are where clutch legends are made. Kobe needs to prove that he deserves the title of best closer, which he hasn't done in the past two games.