Here in California,
Mary
Merry
Marry
are pronounced exactly the same by the natives.
Not Across The Pond.Hmm. I'm not in CA, but I thought pretty much everyone pronounced those words in roughly the same manner. How do you think they differ, practically? The macOS dictionary even shows the same pronunciation for each:
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While I can see (hear?) that the pronunciation of "Mary" and "Merry" may sound similar (though, where I am from, one starts with a "may" sound, and the other with a "meh" sound, which are close but not identical), where I am neither of those sound in any way similar to how "Marry" is pronounced, (the first syllable of which is stressed and which is pronounced "maa").