Davies was born as Jeremy Boring in Traverse City, Michigan. He's the son of children's author Mel Boring and is the second of four children. He moved to Kansas with his mother after his parents divorced. After his mother's death in the mid 1970's, he went to live with his father and step-mother in Santa Barbara, California.
Davies' first role was a part Singer & Sons in 1990. He later performed on two episodes of The Wonder Years in 1992. Other small roles were in the NBC TV movie Shoot First: A Cop's Vengeance, he also appeared in the pilot for a colonial era sitcom called 1775 and as guest appearance on Melrose Place.
Soon after, Davies found himself being sent feature film scripts. He began building a repertoire with films such as Twister, Steven Spielberg war-epic Saving Private Ryan which was so well-received that it led him on to star in numerous different films.
Davies has recently confirmed to appear on the hit series Lost in 2008.