Before moving into acting, Mercury worked as sound mixer on live concerts, nightclub owner, and concert promoter. Beside acting and filmmaking he is also managing the transportation company Mercury Transportation which supplied musicians and film projects with trailers and motor homes. More recent acting credits include the crime thriller Hollywood Confidential (2008), the western Yellow Rock (2011, with Clay Wilcox and Joseph Billingiere), and the drama Road to Juarez (2013, stunt coordinated by Lou Simon and Cole S. McKay).