Davis' award winning memoir Where There's Smoke .... Musings of a Cigarette Smoking Man was published by ECW Press and launched in October 2011. Signed copies are available from the online store.

Davis also wrote the foreword to a book published by the University of Kentucky, The Philosphy of The X-Files, a book that sheds light on the philosophical mysteries of the television show The X-Files.

Davis has been the writer of several successful screen projects including:

- The X-Files episode, En Ami
the short film, Exchange
the short film, Packing Up
the CBC pilot episode, 49th and Main, with Barbara Ellison
- six episodes of 49th and Main for CBC, with Barbara Ellison
- the short film, Reverse

Davis' short films were widely screened at major festivals.