Kansas City Royals have won game one of the World Series, in a thrilling 5-4 extra-inning win over the New York Mets.

An intense Major League Baseball thriller featured the first inside the park World Series home run in 86 years by Kansas City's Alcides Escobar and Royals starting pitcher Edinson Volquez reportedly grieving the death of his father hours earlier.

The drama stretched to extra innings at 4-4 after Royals' slugger Alex Gordon blasted a one-out homer over the centrefield wall in the ninth inning, the latest tying homer in a Series game since 2001.

And the tension of a game that matched the longest by innings in World Series history finally ended for a crowd of 40,320 in the 14th when Escobar reached first on a throwing error by Mets third baseman David Wright, took third on Ben Zobrist's single and scored the winning run on Hosmer's fly out to right field.

The game matched the record longest set by legend Babe Ruth's complete-game victory for Boston over Brooklyn in game two of the 1916 World Series and the Chicago White Sox's 7-5 triumph at Houston in game three in 2005.

Kansas City hosts game two on Thursday (EDT) in the best-of-seven final before it shifts to New York. Game one winners have taken the title 62 percent of the time, including 11 of the past 12 years.

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