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Davy Jones, the notorious captain of the Flying Dutchman, was born in Scotland. Nothing is known about his early life. All that can be said is that he was well-practiced in the voodoo arts in his early years. At any rate, when the First Bretheren Court of the Pirates met to debate about the fate of the sea godess Calypso, Davy Jones, now a well-known captain, showed them how to bind her into a human form, so as not get in the way of the pirates' conquest of the seas.
However, he soon met with Calypso in her human form and fell in love with her. She was much like himself; harsh, untamable, and passionate. However, she had told him that the only way she could ever love a man is if he would relieve her of the duty of ferrying the souls of those lost at sea to the next world. She used her powers to grant him immortality and also gave him the Flying Dutchman, his eerie sea-faring vessel, to aid in ushering those souls. However, immortality came at a high price; Jones could only come ashore once every ten years, or else he would perish instantly. (Jones also made a point of not letting Calypso find out that it was he who had shown the Bretheren Court how to bind her)
Calypso (now known by her human name, Tia Dalma) promised him that in ten years, she would wait for him at the shore so that they could be together again; unfortunately for Jones, when he came ashore, she was nowhere to be seen. Devestated, he literally ripped out his heart and locked it away in a chest, feeling that he could never give it to anyone again. He also gave up ferrying lost sea souls; because of this, he was cursed with his octopus-like appearance. Instead of ferrying souls, he used his Kraken (a giant deadly octopus which was commanded by Jones) to scare sailors into his servitude, as well as offering them prolonged life by use of his voodoo as a means of tricking them into his service. However, once in Jones' service, his crew took on the sea monster-like appearance of their captain.
It was around this time that Jack Sparrow had struck up a deal with Davy Jones (Lord Cutler Beckett had sunk Jack's ship, the Wicked Wench. Jack made a deal with Jones stating that if Jones would raise Sparrow's boat and let him captain it for thirteen years, he would serve under the Dutchman for one-hundred years. Jones agreed, and Jack renamed the vessel the Black Pearl after it was raised), but after this, not much is said about Davy Jones for a long time.
Thirteen years later, after a strange fiasco involving William Turner, Davy Jones met with Jack Sparrow again. He tried to force Sparrow into keeping his part of their agreement, but Sparrow wouldn't have it. Instead, he made another deal with Jones, promising to gather one-hundred souls in exchange for his own. Once again, Jones agreed.
However, Jack did not gather the souls and Davy Jones attacked the Black Pearl by the use of his Kraken, thus ending Jack's life. (However, because Jack was killed while still owing a debt to Jones, he was forced to spend the remainder of his years of servitude on Davy Jones' Locker, a barren desert island, on which he further slipped into madness.) Shortly after these events occurred, James Norrington, a commodore in the Royal Navy, recovered the heart of Davy Jones from inside its chest, and offered it to Cutler Beckett in exchange for his own freedom. (Norrington had earlier allowed Jack Sparrow to escape from trial after he was captured; Norrington had been written on the executioner's list as punishment for his crime.)
Now that Beckett had possession of the heart, he had full control over Davy Jones. (Jones' heart was his only weakness; if his heart was stabbed, Jones would die and another would have to put his own heart in the chest and take on the role as captain of the Flying Dutchman) Firstly, he ordered Jones to kill the Kraken, so as to avoid any conflict. Jones reluctantly agreed. Beckett then placed the Dutchman at the front of his armada and used its power to destroy any pirate insurrections.
At this time, the Fourth Brethren Court of the Pirates met to release Calypso from her human bonds, as a last-ditch effort to end Beckett's tyrannical rule. While she was held in the Black Pearl's brig (the Pearl, along with Sparrow, had been recovered from the Locker after a bizarre adventure led by Hector Barbossa, both Sparrow's friend and advisary, strange as though it may seem), Jones met with Calypso after many years of being apart and rekindled their relationship. (Jones had asked Calypso why she had not waited ashore for him; her reply was that it was her "nature".) The Brethren Court then declared war on Beckett and the Dutchman, and released Calypso from her human bonds. (However, instead of aiding the pirates in their war, Calypso fled from the battle, probably due to her lying "nature". Before this, however, she had been informed that Davy Jones was in fact the one responsible for her human incarceration, and she was greatly angered.) In a stunning move, after Jones had fatally wounded William Turner, Will's father, Bill Turner, attacks Jones while Sparrow uses Will's hand to stab Jones' heart (which Sparrow had grabbed from distracted guards during the beginning of the battle). This killed Davy Jones, and he fell into the sea and was never seen again.
After Jones' death, Bill Turner cuts out Will's heart and placed his son's heart in the chest. (Now that Turner was alive again, and had become the Dutchman's captain, he destroyed Cutler Beckett's ship, the Endeavor, and the Dutchman's crew was restored to their former human selves. Turner accepted responsibility of the sea's lost souls, and took upon himself all the duties previously bestowed upon Jones.)
(Davy Jones is a fictional character voiced by Bill Nighy in the Disney films, "Pirates of the Caribbean: Dead Man's Chest", and "Pirates of the Caribbean: At World's End")