Davis' two-run shot in the eighth gave him 115 RBI for the season and capped the scoring for the O's, who rapped out 15 hits en route to taking the rubber match of their three-game interleague series.
Adam Jones added three hits, including a two-run blast of his own, while Brian Roberts went 2-for-3 with a two-run single as Baltimore remained in the hunt for an American League playoff wild card berth.
Scott Feldman (3-3) picked up the win with 6 2/3 solid innings, yielding a pair of runs on five hits. He walked two and struck out three.
Rockies starter Jhoulys Chacin (11-7) was hung with the loss, surrendering three runs on nine hits in a 5 1/3-inning effort.
Charlie Blackmon and Yorvit Torrealba each drove in a run for Colorado.
Reindeer recovered after escaping from Santa during lighting ceremony
Selena Gomez drops F-bomb, walks off stage during Jingle Ball performance