- Originally trained as an opera-singer, until he damaged his voice. Sometime protégé of famous opera super-star baritone Tito Gobbi.
- Between 1977 and 1979, his parents, his sister and two of his grandparents died. Davi says dealing with the family tragedies was profoundly painful.
- Met his wife-to-be Christine Bolster in 1989 when he invited friend Mickey Rourke over to his home for some karaoke fun. Rourke, who was dating the fashion model at the time, introduced her to Davi, and he vowed to Rourke that he would marry her one day. Bolster later received an invitation from Davi to join him on a pictorial spread he was doing for GQ Magazine. He proposed to her during the shoot and they married soon after.
- Made his professional debut with Long Island's Lyric Opera Company.
- His father, Sal, was born in southern Italy, and though his mother, Mary, was born in America, her family came from southern Italy as well.
- He got into Hofstra University on a drama scholarship and began working with its famous Shakespeare program, which includes a campus replica of Shakespeare's Globe Theater. After a time, though, he lost interest in school. Instead, he held a larger ambition: to work with the great Stella Adler. He ended up studying with Adler for three years and also studied with Lee Strasberg. During his apprenticeship, he acted in a rich variety of plays, from Anton Chekhov's "The Cherry Orchard" and "The Seagull" to William Shakespeare's "Much Ado About Nothing" and Ken Kesey's "One Flew Over the Cuckoo's Nest".
- Only actor to star in all three of MGM's biggest franchises - James Bond, Pink Panther and Stargate (he is a recurring character on Stargate: Atlantis (2004)).
- Attended Hofstra University on a drama scholarship.
- Is a close friend of conservative radio host, Michael Savage.
- Children: Sean Christian Davi (b.1981) with Jeri McBride, Ariana Marie Davi (b.April 3th 1990), Frances Davi (b.1992), Isabella Davi and Nicholas Edward Davi (twins, born on January 11th 2001) with Christine Bolster.
- He went to Catholic primary schools on Long Island as a kid and then to Seton Hall, a Catholic high school in Patchogue, New York.
- In his 3 years at university he gave over 400 performances ranging from Shakespeare to Breccht's 'Threepenny Opera' to 'One Flew Over the Cuckoo's Nest'.
- Attended Seton Hall High School, Patchogue, New York.
- Alumnus of Stella Adler Studio of Acting.
- He has appeared in two films that have been selected for the National Film Registry by the Library of Congress as being "culturally, historically or aesthetically" significant: The Goonies (1985) and Die Hard (1988).
- Co-starred with actor-director-writer-producer Alexander Nevsky in Magic Man (2012) and Black Rose (2014).
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