Davis was last seen in Claremore, Oklahoma on January 7, 1976. She worked at the Orbits lounge and delivered the receipts to her boss on January 6. She told her boss she thought someone had been following her, but she had lost them. Davis was last seen at 1:30 a.m. on January 7, in the company an unknown Caucasian male at Don’s Club. She has never been heard from again.

On January 8, Davis's car was found abandoned on 9th Street northwest in Oklahoma City, Oklahoma. Her purse and coat were in the trunk. The coat was bloodstained and had about twenty stab marks in it, and there were human bloodstains inside in the car and in the trunk. One of Davis's brown shoes was found in a nearby bush a few days later.

Davis left behind her husband and three children. She was scheduled to testify in an assault case; she had allegedly seen a person beat a deputy sheriff nearly to death with a tire tool. There is speculation that Davis went into witness protection or fell victim to a serial killer, but little evidence is available in her disappearance and no one has faced any charges. One suspect in her case is incarcerated for the murders of two other women. Davis's case remains unsolved.