- Is steadfast in his support of the armed forces of Britain, setting up The British Forces Foundation - of which he serves as Chairman - to provide concerts for the British troops. He has been in most battlefields as soon as possible to support and entertain them. Margaret Thatcher serves as president of the BFF, and the patron of his organisation is King Charles III, the Prince of Wales.
- In 2004, comedian Jimmy Carr threatened legal action against Davidson, accusing him of having plagiarised some of his comic material. Davidson responded by saying the claims were 'ridiculous', and no further action was taken.
- Jim is a supporter of the Conservative Party. He has addressed Party conferences and fiercely opposes any further British integration with the European Union, believing that the UK's sovereignty is in danger.
- In 2007, Davidson was called on as a character witness to drug trafficker Brian Brendan Wright. Despite Davidson's testifying to Wright's character, the judge concluded that Wright was "a master criminal, manipulative, influential and powerful," and sentenced him to 30 years in prison.
- He has appeared in the UK chart under his own name with the double A-sided "White Christmas"/"Too Risky". It peaked at No. 52 in December 1980.
- His humor has been condemned by some for being frequently racist, sexist and homophobic. He has responded by calling his critics "do-goody, leftie, white, socialist hybrids".
- He has written two autobiographies; The Full Monty (1993) and Close to the Edge (2001).
- He is a Freemason and a long-standing member of the Westminster City Council Lodge No 2882. He was formerly also a member of the Chelsea Lodge No 3098 (whose members are all entertainers) but has resigned; he was the founding Worshipful Master of British Forces Foundation Lodge No 9725 on its formation in 2000.
- In the 1980s, he was a Director at AFC Bournemouth.
- He set up a company which bought or leased several seaside theatres or piers, including the Winter Gardens building in Great Yarmouth, which was converted into a nightclub. He lost £700,000 on a pantomime production of Dick Whittington and after a meeting with the Inland Revenue in 2003, he sold the company.
- He is a supporter of Charlton Athletic, the local club in the area where he grew up.
- On 18 June 2014, Davidson attended the assault trial of former N-Dubz frontman Dappy. "Dappy is a good friend of mine. I don't know what's happened in this case but I'm just here to show him my support," Davidson said. Dappy's legal team declined Davidson's offer to serve as a character witness for the singer.
- On 2 January 2013, as Davidson was set to become a housemate in the eleventh series of Big Brother (2000), he was arrested at Heathrow Airport by police officers working on Operation Yewtree. On 20 March, he was arrested again over new allegations of sexual offences. On 21 August, however, it was announced that no further action would be taken in relation to the allegations of historic sex abuse, due to insufficient evidence.
- He once confessed to paying for a twelve-prostitute orgy that lasted for twelve hours in the mid-eighties. It was a stag party for "somebody famous".
- He has had struggles with drugs and alcohol. He claimed that his cocaine addiction was so much that he needed an extra set of nostrils. At one point, he was popping 250 pills a weekend.
- He auditioned for the Artful Dodger in Oliver! (1968).
- Won Funniest Man on Television Award 1981.
- In 2006, for the first time in 14 years, he refused to play Great Yarmouth, stating that the resort was "full of overweight people in flip-flops and fat children of all colours and no class". The inhabitants of the town took this as a personal affront, although said he was referring to tourists.
- On 27 August 2003, after a meeting with the Inland Revenue, Davidson claimed he spent £10,000 a week on back taxes, commission to agents, maintenance and school fees, and a £2.2 million mortgage. On 6 July 2006, having failed to keep up payments on a £1.4 million back tax bill that he had reduced to £700,000, Davidson was declared bankrupt.
- A big fan of Emerson Lake and Palmer, he has used their music in his pantomimes and the band also recorded a new version of their song "Karn Evil 9: First Impression, Part 2" to be used as the theme of The Generation Game (1971).
- He was made an O.B.E. (Officer of the Most Excellent Order of the British Empire) in the 2001 Queen's New Year's Honours List for services to charity.
- He won series 13 of Celebrity Big Brother (2001).
- Mentioned in the song "The UK Independence Party" by Jonny and the Baptists.
- His numerous marriages spurred Sir John Mills to send a Telemessage on the occasion of his fourth, which read simply: "Will It Last?" The marriage ended ten years later. Davidson subsequently returned the compliment to Mills and his wife on their sixtieth wedding anniversary, with a Telemessage bearing the same wording.
- He was originally considered to star in Bottle Boys (1984).
- In 2011, Davidson toured with a new play, Stand Up...And Be Counted. The play was about the failing career of a washed-up racist comic. This caused controversy and links made in the media with similarities between the main character and Davidson's own career. On 18 March 2011, Davidson announced the show was being cancelled because of poor ticket sales. It had visited only four of the 12 planned city destinations. Davidson added that he was still in talks to bring the show to the West End at a later date.
- In March 2004, Davidson, an outspoken Conservative supporter, publicly left the United Kingdom for the tax-free haven of Dubai, UAE in protest at the Labour government, although it was also noted by HMRC at the time that his move coincided with an unpaid tax bill of approximately £700,000. At the time, he declared that "I may as well go to Dubai and be an ethnic minority there than wait five years till I become one here." He moved back to the UK after living in Dubai for five years. He has also expressed sympathy for UKIP leader Nigel Farage, describing the party as "the Jim Davidson of the political world". He once again moved back to Dubai after being accused of sexual offences.
- On 21 November 2018, Davidson was caught up in London traffic resulting from Extinction Rebellion protests which blocked a number of London bridges to raise awareness of the lack of action from governments over climate change. Davidson was photographed by the BBC, allegedly shouted at police and was filmed near the front of a blockade driving a large SUV, where he inexplicably remarked that Jeremy Corbyn (who was not involved) was an "environmental disaster". Davidson later told Nigel Farage, on LBC radio that the reason for his anger had been that the demonstrations had almost prevented him "from getting his pie and mash".
- In 2002, Davidson was escorted from the grounds of the Marriott Bristol Royal Hotel, after it was alleged that he had become confrontational and abusive to staff.
- Met his third wife, Alison, when he was appearing in pantomime in Bristol and she was a reporter for the local TV station, HTV West.
- Is a son to a Scottish father and an English mother.
- Daughter, Sarah Walpole-Davidson, born 25th April, 1972 at 05.20 AM. Son, Cameron Davidson, born 12th August 1982. He has three children with Tracy Hilton: Charlie (born 1990), Fred (1992) and Elsie (1993).
- Has a brother.
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