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]
(..) Gru? Don't make me laugh! No. P.S., he is not getting the moon, and P.P.S., by the time I'm done with him, he's gonna be begging for mercy. Okay, bye. Look at you, a little tiny toilet for a little tiny baby... Curse you, tiny toilet! Okay, here we are. (..)2010 Despicable Me