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Nick Cave and the Bad Seeds – Mercy Lyrics 10 years ago
The "She" in "She cried mercy" was Herods wife. John the Baptist was imprisoned by Herod because he renounced Herod's divorce from his first wife and marrying his brother's wife. I'm guessing the second verse refers to her asking John the Baptist to forgive Herod while he was improsoned. "I asked her to get down on her knew" is obviously his denial of that forgiveness. The third verse refers to his death at her request; to have his head brought to her on a platter. Brilliant, emotional depiction of a very grim Biblical event!

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