- Music video for a group called "Dog's Eye View" in which he dressed up as a woman.
- He was in a Frosted Flakes commercial with Danny Masterson.
- (1992) TV commercial for Subaru.
- (1990) Educational video "Look Who's Balking - The Baby who wouldn't Come Out" (1990). Directed by Chris Mortensen, produced by Melissa Jo Peltier and starring Davies, Henry Winkler, Norman Fell, Reva Rose, Mario Machado, Cindy Braun, Mary Broussard and Emil Johnson.