He also helped to break down racial barriers in show business in the 1950s and 1960s, especially in Las Vegas, where he often performed. When he started there in the early 1950s, he was not allowed to stay in the hotels he played in, as they refused to take blacks as customers. He also stirred up a large amount of controversy in the 1960s by openly dating, and ultimately marrying, blonde, blue-eyed, Swedish-born actress May Britt.

He starred in the Broadway musical "Golden Boy" in the 1960s. Initially a success, internal tensions, production problems and bad reviews -- many of them directed at Davis for playing a role originally written for a white man -- resulted in its closing fairly quickly. His film and nightclub career were in full swing, however, and he became even more famous as one of the "Rat Pack", a group of free-wheeling entertainers that included Dean Martin, Frank Sinatra, Joey Bishop and Peter Lawford.

A chain smoker, Davis died from throat cancer at the age of 64. When he died, he was in debt. To pay for Davis' funeral, most of his memorabilia was sold off.