Pastrnak increased the lead to 3-1 at 8:14 of the third period with his 30th goal of the season, scoring on his own rebound at the top of the crease after Lehner saved his backhand.
Smith completed the hat trick to make it 4-1 at 14:39 with a one-timer from the left half wall.
"I think any time you can pop three, it's great," Smith said. "It's great here, and obviously road wins are huge, too. It's special with the team. Any time you can get three, you'll take them when you can get them."
Marchessault cut it to 4-2 at 16:38 with a wrist shot through a screen from the right face-off circle.
"We're trying to get some mojo, but at some point there's no excuses for our group," Marchessault said. "Enough is enough. We can blame it as much as we want on every little thing, injuries, or whatever. It doesn't matter. The guys in the lineup, we all have to step up. Good teams find a way to win, and we're not doing that."
Pastrnak scored into an empty net at 18:20 for the 5-2 final.
NOTES:Vegas defenseman Brayden McNabb (undisclosed) left in the second period. DeBoer said he is being evaluated. … Pastrnak reached the 30-goal mark for the fifth time in his NHL career, tying Bobby Orr for the fourth-most in Bruins history. … Pastrnak has scored 23 goals and 35 points in his past 27 games. … Smith's hat trick is the fifth of the season for Boston, which is tied with the Pittsburgh Penguins for the most in the NHL. … Frederic had gone eight games without a point since scoring in a 2-0 win at the Ottawa Senators on Feb. 12. … Haula had two assists. … The Golden Knights are 1-for-18 on the power play (5.6 percent) in the past nine games. … Vegas plays at the Anaheim Ducks on Friday.