Davis has produced photography in Paris, Italy, Nigeria and in the Caribbean, and has done a significant amount of portraiture. Davis has photographed Saul Bellow,[3] Maxine Kingston, Tillie Olsen, Ursula K. Le Guin, Diane Johnson, and Kay Boyle.[5]
In Nigeria, Davis produced a number of photographs of the Fula people.[6]
Davis has spent time lecturing at Stanford on photojournalism with the communications department.[7] She has also taught photography at University of California, Berkeley, and University of California, Santa Cruz.[8]
In 2016 Margo's book Antigua: Photographs 1967-73 was published by Nazraeli Press. At interview, Margo said she produced the book after hearing interest expressed at an exhibit in Antigua.[9]