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]
(..) taken hostage by my own prisoners. Quick! Open his back. There's a switch! Unhand me, Zurg scum! The Galactic Courts will show you no mercy. lt's not working. Why is it not working? Where's the manual? Here we go! There should be a little hole under the switch. -Little hole, got it! (..)2010 Toy Story 3