Davis stayed in the military and was promoted to Captain. In the 1943 Birthday Honours, he was made a Member of the Order of the British Empire. He died in East Wittering, Sussex, in 1951, after a painful illness.
- The House of Temperley (1913)
- The Fool (1913)
- For Her People (1914)
- The Shepherd Lassie of Argyle (1914)
- Won by a Head (1920)
- The Pride of the Fancy (1920)
- Uncle Bernac (1921)
- Mord Em'ly (1922)
- All Sorts and Conditions of Men (1921)
- The Crimson Circle (1922)
- The Lion's Mouse (1923)
- A Couple of Down and Outs (1923)
- The Knockout (1923)
- Married Love (1923)
- Every Mother's Son (1926)
- Motherland (1927)
- "Rex Davis". British Film Institute. Retrieved 7 June 2017.
- The Silent Picture, Issues 5–16 (1969), p. 34: "A man called Rex Davis; this was the first of my scripts that he had acted in. He wasn't an actor, he was a boxer, an amateur boxer, and that was what we required in The Knockout."
- "No. 8457". The London Gazette (Supplement). 16 July 1918. p. 30801.
- Napper, L. (2015). The Great War in Popular British Cinema of the 1920s: Before Journey's End. Springer. p. 123. ISBN 9780230371712. Retrieved 7 June 2017.
- McFarlane, Brian (2016). The Encyclopedia of British Film: Fourth edition. Oxford University Press. p. 188. ISBN 9781526111975. Retrieved 7 June 2017.
- "No. 36033". The London Gazette (Supplement). 28 May 1943. p. 2427.
- "Deaths". The Times. The Times Digital Archive. 3 December 1951. p. 1.
- Bamford, Kenton. Distorted Images: British National Identity and Film in the 1920s. I.B. Tauris, 1999.