This is a searchable database with all the Davis Cup winners.
The tournament was conceived in 1899 by four members of the Harvard University tennis team who wished to challenge the British to a tennis competition. Once their respective lawn tennis associations agreed, one of the four Harvard players, Dwight F. Davis, designed a tournament format and ordered an appropriate sterling silver trophy from Shreve, Crump & Low, purchasing it from his own funds.
They in turn commissioned a classically-styled design from William B. Durgin's of Concord, New Hampshire, crafted by the Englishman Rowland Rhodes. Davis went on to become a prominent politician in the United States in the 1920s, serving as US Secretary of War from 1925–29 and as Governor-General of the Philippines from 1929–32.
The first match, between the United States and Britain (which competed under the name "British Isles"), was held at the Longwood Cricket Club in Boston, Massachusetts in 1900. The American team, of which Dwight Davis was a part, surprised the British by winning the first three matches. The following year the two countries did not compete but the US won the next match in 1902. By 1905 the tournament expanded to include Belgium, Austria, France, and Australasia, a combined team from Australia and New Zealand that competed together until 1914
(source: wikipedia.org).