Throughout his life Davis has had overlapping interests in music and acting. Early acting roles included a lead role in the 1984 film "Beat Street" opposite Rae Dawn Chong. He appeared on television as Dr. Josh Hall in "One Life to Live" from 1985 to 1986. Eventually, Davis had the opportunity to combine music and acting on the stage. He made his Broadway musical debut in 1991 in the Zora Neale Hurston/Langston Hughes collaboration "Mulebone", which featured the music of Taj Mahal.