[2] Davis starred in the two Emmy awards winning Black Mirror episode "San Junipero" in 2016, for which she received critical acclaim.

She also starred as Diana Hastings in Irresistible, a film by Jon Stewart about the outsized influence of money on the American electoral system.

[11][12][13] In June 2020, it was announced that Davis would be part of the ensemble cast of Zellner Brothers' science-fiction comedy Alpha Gang, which includes Jon Hamm, Andrea Riseborough, Nicholas Hoult, Sofia Boutella and Steven Yeun.

[14] In February to April 2023 she played the role of Isolde in Phaedra in an updated version by Simon Stone at the National Theatre in London.

[15] In May 2022, she signed to star in Justin Anderson’s directorial debut Swimming Home, an adaptation of the Booker Prize-nominated novel of the same name by Deborah Levy, alongside Christopher Abbott and Ariane Labed.