[3][2] Between 1908 and 1912, Davis collected Native American folk tales from the Pima and Apache tribes in Oklahoma and Arizona,[4][5] for a book she never completed.

In the early 1920s, Davis moved to southwest Florida, where she published The Hendry County News,[6][7] and later owned and operated a chain of seven movie theaters.

[6] In 1926, The Tampa Tribune called Davis "the heroine of LaBelle" for her courageous reporting of the lynching of Henry Patterson, despite threats of further mob violence.

[12] In the early 1900s, Davis received on-the-job training in Chicago as a reporter and features writer for one of the major daily newspapers.

[13] Her reporting brought her into contact with people from "old" Chinatown,[13][4] including Reverend Chow Leung, pastor of the Central Baptist Chinese Mission.

[4][2] In the preface to Chinese Fables and Folk Stories, Davis called Chow Leung "an invaluable collaborator" and thanked him for his patience in answering her many questions.

[2] Davis dedicated Chinese Fables and Folk Stories to her friend, Mary F. Nixon-Roulet,[2] who was working on a similar collection of Japanese folktales in Chicago around the same time, also published by American Book Company.

[17] Wang Tsen-Zan of the University of Chicago wrote the introduction for the book, explaining that it was the first compilation of Chinese fables of its kind translated into English.

[2] Following its publication in 1908, Chinese Fables and Folk Stories received extensive nationwide media coverage, immediately recognized as a "novelty".

The Journal of Education called Chinese Fables and Folk Stories "a delightful little reader",[19] while The Elementary School Teacher commended the co-authors for their efforts in providing "glimpses" into "a different life".

[35] She left St. Louis due to illness and spent some time in Kansas,[9] followed by two years in Oklahoma, where she lived on a farm and continued to write.

[39] Content from The Hendry County News was syndicated to other Florida newspapers such as The Tampa Tribune and The Fort Myers Press.

In the next issue of her paper, she printed on the first page, a graphic description of the gruesome work of the mob – a story showing it to have been one of the most unprovoked, brutal and cowardly crimes of its kind ever committed in this or any other country, in this or any other period of the world's history.

So, Florida newspaperdom furnishes the shining example of a woman publisher who cannot be intimidated by threats or deterred by menacing violence from doing her duty to the public.

[8]On November 29, 1926, Mary Hayes Davis was one of 21 witnesses called to testify on the first day of the trial against the men accused of participating in the lynching.

[43] Although the lynchers ultimately went unpunished, the grand jury criticized Sheriff Dan L. McLaughlin for his failure to protect Henry Patterson and recommended his removal from office.

[43] In 1923, Mary Hayes Davis opened the first movie theater in Hendry County, in a tin building next to her newspaper office in LaBelle, featuring $1,000-worth of "opera chairs".

[45] Her initial success inspired others to follow suit, leading Davis to lament in 1927 that "LaBelle which is credited with being the smallest town in the United States with two moving picture shows is now to have a third.

[44] The new Dixie Crystal Theatre opened in 1941 and was located at the corner of Sugarland Highway and Central Avenue, a unique one-story building in the Moderne style of architecture.

[26] Around 1942, she built a movie theater at Fort Myers Beach in a modern stucco building, which she ran on a seasonal basis, closing during the summer.