The people were 'at the mercy of' the advancing army. = The army advanced, and the people were 'at their mercy'. [=the people could do nothing to defend themselves from the army]
The prisoner confessed his crimes and 'threw himself on the mercy of' the court. [=the prisoner begged the court for mercy]
He 'showed no mercy' to his enemies. = He 'showed' his enemies 'no mercy'. [=he treated his enemies very harshly]
(..) a different person now. Oh, great. I don't care. Be that as it may, I know I don't deserve your mercy or your forgiveness. However, I beseech you for both on behalf of my daughter. Bitch, you can stop right there. Just because I have no wish to murder you (..)2003 Kill Bill: Vol. 1
(..) I'm not gonna murder you in front of your child, okay? That's being more rational than Bill led me to believe you were capable of. It's mercy, compassion, and forgiveness I lack. Not rationality. Look. I know I fucked you over. I fucked you over bad. (..)2003 Kill Bill: Vol. 1