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Carmelo Anthony is a diehard Baltimore Ravens fan ... and he tells TMZ Sports he was "shocked" to see John Harbaugh get fired -- but he's got faith the front office knows what it's doing in finding a new leader on the sidelines.
The Super Bowl-winning coach was handed his pink slip earlier this week -- a move that came after 18 years with the organization and 193 wins in both the regular season and playoffs.

We talked to the NBA great -- who grew up in Maryland for part of his childhood -- fresh off the news outside 30 Rock in NYC .