Dexter Blackstock volleyed the visitors into the lead after 18 minutes and although Albion were well below par, Forest displayed their true promotion credentials to send a clear warning to those fighting for promotion to the Premier League.
Radoslaw Malewski volleyed home a contender for goal of the season before Chris Cohen struck from the edge of the area to put Forest into a 3-0 lead by the 64th minute.
And although substitute Roman Bednar netted a consolation for the Baggies - the first goal Forest had conceded in almost nine hours of football - it was the East Midlands outfit who deservedly took the spoils.
Albion staff worked wonders ensuring the eagerly-anticipated encounter got the go-ahead as the wintry conditions played havoc with the rest of Britain's sporting calendar.
And the first 15 minutes promised plenty as snow started to fall in the Black Country although there was very little goalmouth action with wayward shooting very much the order of the day.
But all that changed as Blackstock won a corner in a tussle with Jonas Olsson and then managed to break free of Albion new boy Gabriel Tamas before volleying Malewski's set-piece in off the near post from eight yards.
Both sides continued to show enough endeavour and attacking intent as the first half wore on to suggest more goals would be forthcoming.
And it was the visitors who were looking the more likely to find the net with some patient approach play while the Baggies were guilty of losing possession far too often.
As the half-time whistle blew it was Davies' side who were well in control of proceedings but without a second goal to show for their efforts, while the majority of the 22,873 home crowd booed their side off.
West Brom head coach Roberto Di Matteo introduced Bednar in place of the ineffective Luke Moore at the interval to try and spark a response.
But his side found themselves with a mountain to climb in the 53rd minute when they were undone by more hesitant defending amid a shaky restart.
Tamas' half-cleared header was picked up by Guy Moussi, he spread the ball out to Chris Gunter on the right and his cross to the back post was emphatically volleyed home off the crossbar by Malewski.
And the game was effectively over as a contest three minutes later as more intricate approach play was finished off with a fine strike into the bottom left corner by Cohen.
The Albion fans that left after the third goal missed their side pull one back shortly after the hour mark when Bednar converted Graham Dorrans' incisive pass across the penalty area.
The goal seemed to spur the hosts into action and it was somewhat of a defensive mission for the Reds in the final 25 minutes.
But they stood firm to maintain their unbeaten away record in the league this season and strike a psychological blow on their rivals.