When Davis left the play, he joined the American Shakespeare Festival in Stratford, Connecticut for two years, thus launching his career in regional theater. He has performed with numerous companies over a 22 year span, including The Guthrie Theatre, The Williamstown Theatre Festival, The National Theatre of Canada and seven years with The American Conservatory Theatre in San Francisco.
The actor also performed on Broadway in "Amadeus" and with Katharine Hepburn in "Coco." Davis appeared in the feature films "The Hunt for Red October," "Havana" and "K-9."