- Started acting as a child, working in summer stock with the Straw Hat Players in Ontario.
- Served as assistant director of England's National Theatre for six years, working under acting legend Laurence Olivier.
- Was artistic director of the National Theatre School's English Acting Program in Montreal.
- In 1989, he opened the William Davis Centre for Actors' Study—which counts Xena star Lucy Lawless among its former pupils—in Vancouver.
- An avid water skiier, he has been Canadian national champion in his age division several times.
- Contrary to his X-Files character, who was known as the "Smoking Man" or "Cancer Man," ex-smoker Davis is a Canadian Cancer Society spokesperson; he quit smoking in the 1970s and used herbal cigarettes on the show.
- Published his memoir, Where There's Smoke....The Musings of a Cigarette Smoking Man, in 2011.