Davis was last seen in Claremore, Oklahoma on January 7, 1976. She worked at the Orbits lounge and was last seen after she took the business receipts to the owner's house. She told the owner she thought someone had been following her, but she had lost them. She has never been heard from again. Her car was later found abandoned in Oklahoma City, Oklahoma. Davis's 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; he will be up for parole in November 2009. Davis's case remains unsolved.