Also one shot behind was former Masters champion Zach Johnson. Both of them needed a birdie on the 500-yard closing hole that only allowed one birdie in the final round.

For all the clutch putts by Kaymer, however, this PGA Championship came down to the bunkers.

Six years ago in the PGA Championship at Whistling Straits, Stuart Appleby was unaware of the rule and was assessed a four-shot penalty. Appleby said Sunday night on Twitter that changes are needed for the PGA Championship that returns in 2015 on a course "that has hundreds of pointless bunkers that patrons have to walk through to view players."

"I'm very ... angered that this is the way the 2010 PGA came to an end," he said.

Johnson never disputed that he grounded his club, yet he was no less stunned to realize he was in a bunker. Inside the scoring room, he could be seen erasing the 5 on this scorecard and changing it to a 7.

"There's a lot going on," Johnson said of the commotion on the 18th. "I'm excited I had a putt to win — or thought I had a putt to win. Walking off ... I think I'm going to a playoff, and I've got a two-stroke penalty."

Slideshow   PGA Championship history Take a look at the past records set in the final PGA Tour major of the year. NBCSports.com

Dressed in street clothes as he spoke to reporters, Johnson had to watch Watson and Kaymer head for the three-hole playoff, the second in as many trips to Whistling Straits.

Watson, who had overpowered the back nine with his booming tee shots, struck first with a massive strike to just short of the par-4 10th green and a pitch to 4 feet for birdie. Kaymer answered with a 15-foot birdie on the 17th, sending them to the 18th hole.

That's where Watson fell apart, driving into the rough and going after the 18th green from a tough lie. He hit a 6-iron and was posing until it came up woefully short and into the water.

"I made a bad swing. You can't get mad at a bad swing," Watson said. "I wouldn't do anything different. I play to win, not to lay up and finish second."

Lost in the maddening finish was Watney, who had a three-shot lead going into the final round. He took double bogey on the opening hole, lost the lead for good with a tee shot on No. 7 that bounced off the rocks and into Lake Michigan for a triple bogey and closed with an 81, the highest finish by a 54-hole leader at the PGA Championship since it went to stroke play in 1958.

Slideshow   Wanamaker Trophy winners Take a look at the golfers who have won the PGA Championship. NBCSports.com

He tied for 18th and cost himself a chance of earning a spot on the Ryder Cup team. Then, he had to endure watching Johnson, with whom he often plays practice rounds, have a chance at his first major taken away by a peculiar local rule.

"I didn't see anything on the golf course, and when the official came up, I was totally shocked," Watney said. "I thought he was coming to me about it, the way my day was going.

"Whether that's fair? I guess they did write it on the sheet," Watney said. "Man, that's a tough call, though."

About all Johnson can take away is how he finished. Three shots behind with six holes to play, he made a spectacular escape from deep rough below the par-5 16th green to 2 feet for birdie, then hit 6-iron to 12 feet for birdie on the 17th.

His tee shot on the 18th sailed to the right and into the gallery. He had no idea how badly that would end up costing him.