They paraded around Parliament Square and marveled at the majesty of Buckingham Palace. They shopped till they dropped on the West End along the magnificent mile that is Regent Street.
Just 19, no player younger than Davis has represented the U.S. men's basketball team in the Olympics. No dad ever has been prouder.
"Besides him being born, this is the greatest day a parent could have, to see him go from being an unknown in Chicago to winning a national title at Kentucky and maybe a gold medal in the same year," Anthony Sr. said Friday. "We feel blessed. It's a learning experience for Anthony and us.''
The education continued at North Greenwich Arena as the U.S. annihilated Argentina 109-83 to advance to Sunday's gold-medal game against Spain. Davis kept his warm-ups on until 3:38 remained and Coach Mike Krzyzewski felt a 26-point lead provided enough cushion.
When Davis finally ran onto the floor, his father in the 12th row pulled out a camera to capture another big moment, the kind that have been more scarce than they were in college or Perspectives Charter School. In six Olympic games, Davis has averaged 8½ minutes, 4.3 points, three rebounds but gained an appreciation no statistic can measure.
"It's been tough coming from Kentucky where I was That Guy," Davis said Friday. "I represent Chicago every time I step on the court. So I'm just glad to be here and want to perform when I get in. I'm lucky these guys are teaching me how to become legendary, like they are."
No U.S. teammate has taken a bigger interest in Davis than the Lakers' Kobe Bryant. Every day, Davis says, Bryant reminds him, "to just have fun." LeBron James also has reached out regularly, but more playfully, such as when James ambushed Davis from behind to razz him for giving this interview.
"People don't realize what a good guy LeBron is and we appreciate how supportive he's been of Anthony," Anthony Sr. said.
As a teen among titans, Davis still sits in the back of team buses and fetches sports drinks on demand. But the superstars embrace Davis' presence much more than, say, the 1992 Dream Team welcomed 12th man Christian Laettner. The two men whose Olympic bench stints could not have been more different met for the first time recently.
"I don't know how it was for (Laettner), but they have accepted me like I was supposed to be here and no different than anybody," Davis said.
The trait everyone notices most about Davis receives the same attention from fans on this side of the Atlantic.
"They were yelling, 'Put "Unibrow" in,' " Anthony Sr. said.
Nobody will forget the time Krzyzewski tried putting Davis in early against Nigeria but couldn't. The center forgot his jersey and so he sat until the second half. Kevin Durant ribbed Davis, Kevin Love teased him on Twitter.
In a way, the funny episode made Davis' parents feel better about their plan to spend six months in New Orleans helping their teen-age son adapt to being the first overall pick by the Hornets in June's NBA draft. The easiest part should come in the paint, especially in an Eastern Conference suddenly without Dwight Howard. The harder adjustment will come away from the court, managing two resources that often challenge brand new millionaires: time and money.
"He's still young, so we just want to make sure he adjusts," Eranier said. "You know, make sure he doesn't forget anything."
She laughed a travel-weary laugh.
Life has been a wonderful whirlwind lately for the South Side family. Since April, Davis has won an NCAA title, been drafted and replaced the injured Blake Griffin on Team USA. That happened July 12 when Davis was attending the ESPYs in Los Angeles.
"He called saying, 'Mom, I'm playing in the Olympics!' " Eranier said. "We were thrilled. And then we were like, 'We've got to get passports for our two daughters."
It means everything to Davis that sisters Iesha and Antoinette, his twin, will be alongside his parents Sunday if he completes this dream year with a Dream Team gold medal.
"It would be more special with them here," Davis said.
They know better than anybody how far Davis has come from obscurity in Chicago to the world stage in London. The nice part is Davis still remembers too.