Green’s Dictionary of Slang

a general oath (esp. popular in the 1950s–60s camp gay world, with its overtones of a classic ‘Southern belle’).

a.1300		Cursor Mundi 841: Merci, lauerd! strang wickedhed Broght adam to suilk a ded [OED].
1779		Thrale Thraliana i Apr. 17 379: Such a Eulogium as Johnson—who is an host—pronounc'd upon me here one day—Mercy on Me! what noble what generous praise!—I sate and cryed almost at the hearing it.
1823		J.F. Cooper Pioneers (1827) II 60: Oh, for massy’s sake!
1828		High Life in London 10 Feb. 5/2: [S]he demanded a thousand pounds for a certain number of nights. ‘Mercy!’ said the prince, ‘that’s more than the salary of a field-marshal’.
1853		W. Sketch & ‘Nelse’ The Down-Trodden 67/2: O, la! a massy sakes!
1872		Schele De Vere Americanisms 617: Mercy’s sake alive, a most emphatic ejaculation, descended from the imperative summons in great danger: For Mercy’s sake, be alive! Mercy is, especially with the negroes, always pronounced Mussy.
1884		(con. c.1840) ‘Mark Twain’ Huckleberry Finn 360: Mercy sakes!
1896		P.L. Dunbar ‘Speakin’ O’ Christmas’ in Lyrics of Lowly Life 186: Mercy sakes! it does seem queer / Christmas day is ’most nigh here.
1901		‘Hugh McHugh’ John Henry 14: ‘Mercy me!’ says my lady friend [...] ‘what are they talking about?’.
1905		‘Central Connecticut Word-List’ in DN III:i 14: mercy sakes alive. An exclamation.
1909		H. Green Mr. Jackson 198: Mercy sakes, what is it?
1915		Van Loan ‘On Account of a Lady’ in Taking the Count 135: Mercy sakes! [...] They must have had a quarrel!
1917		‘Wally’ Wallgren [comic strip] Mercy I’m afraid this mud will ruin my pumps!
1949		‘Josephine Tey’ Brat Farrar 172: ‘Mercy-be-here! I can hardly credit it’.
1953		L. Durst Jives of Dr. Hepcat (1989) 9: When I peer into her peepers, mercy miss percy, I am sent one time, she ain’t no Mary Jo, but she’s on fly time.
1970		J.P. Stanley ‘Homosexual Sl.’ in AS XLV:1/2 58: mercy! excl A cry of joy, amazement, or shock; a verbal tic, used as a filler expression in camp sessions.
1992		Bentley & Corbett Prison Sl. 46: Mercy Pronounced with exaggeration as Mur-say. An exclamatory reply or remark.