Davis Strait, Greenland - March 2016. Davis Strait is a northern arm of the Labrador Sea. It lies between mid-western Greenland and Nunavut, Canada's Baffin Island. To the north is Baffin Bay. The strait was named for the English explorer John Davis (1550–1605), who explored the area while seeking a Northwest Passage. By the 1650s it was used for whale hunting.