“Davy Jones’ Locker” is a euphemism for death at sea, as in a sunken ship is in Davy Jones locker. As this phrase predates the Monkees’ Davy Jones, and he doesn’t strike me as particularly nautical (remember the opening credits? Monkees run away from water!), where does this phrase come from?
Sua
http://www.quinion.com/words/qa/qa-dav1.htm
To paraphrase this World Wide Words article, it’s not really known.
http://www.bartleby.com/81/4705.html
This page links it’s use with Jonah (seems like a stretch to me).
Hope this helps.
Oh, I thought this was about that fellow calling himself David Bowie…