James Anthony, the son of Harry J. and Mary M. Davis, grew up in Alton, Illinois, attended St. Matthew School and graduated from Marquette High School in 1965. He attended Southern Illinois University and has a bachelor's degree in Speech and Theatre. He has one sibling, a sister, Diane. He served in the US Army from 1968 to 1971 and is a veteran of Viet Nam. After a brief marriage to Cathleen Church (divorced), he pursued acting as a profession in both New York and LA. Married to actress/writer Judi Mann since 1985, he now resides in St. Louis, where he continues his acting career on stage, as well as in film and television.