While attending Yale University's MFA Program in Photography, he began a series of pictures of typical American houses, each with the sign from an adjacent multinational corporation reflected in its windows.
These works, called Retail, have been shown internationally, at WhiteCube Gallery in London, Galerie Rodolphe Janssen in Brussels, Sikkema Jenkins in New York, at the Rencontres d'Arles, where he was nominated for the Prix Découverte, also at Art and Architecture, 1900–2000, at the Palazzo Ducale in Genoa, Italy, and most recently in The Irresistible Force at the Tate Modern in London.
Permanent Collection consists of photographs of paintings, made from oblique angles so that light from the museum itself reflects off the canvases, altering their ostensible meanings.
The work was exhibited in solo shows at Sikkema Jenkins, Rodolphe Janssen, Jackson Fine Art in Atlanta, and the Kevin Bruk Gallery in Miami.
The series has entered the collection of the Metropolitan, Hirshhorn, Fogg, Walker, Brooklyn, and High Museums, and a monograph was published by Nazraeli Press, with an essay by Walead Beshty.
In Art in America, Jean Dykstra wrote, " Davis has an acute eye for the odd detail, his work is leavened by a sense of delight in the strangeness of the world. "
The Transformer Station, in Cleveland commissioned a large video installation called Transit Byzantium, consisting of tracking shots of people walking all over the city.
This show included some photographs, but centered around video projections and interactive sculptural installations, such as The Library of Ideas, a large bookshelf of books with the word "ideas" in the title, and UNEZ listening, a room full of easy listening LPs, which viewers could place on three turntables simultaneously.