The February 2011 issue of the Montgomery County Historical Society monthly magazine includes a story called "The Davis Family in Montgomery". This is a reprint of an article that originally appeared in the Montgomery Advertiser Feb 12, 1933 by Peter Brannon, the third director of the Department of Archives and History.
Dr. Brannon says that the Sophie Bibb Chapter U.D.C. had announced plans to place a bronze tablet on the Lee Street side of Goodyear Tire Company building which would mark the site of the home in which the Davis's lived while in Montgomery in 1861.
That was a very fitting thing to do, and it was done, but uh oh, fast forward to 2011. The Goodyear Tire store is long gone, and a skate board park is on the site where the "Jeff Davis" Home stood. Where is the bronze tablet? I don't know, but when I find out I will report back!