There are three bands and DJ called 'Bloody Mary' : 1) a German female DJ aka Marjorie Migliaccio
2) an Italian gothic metal band who were signed to Dave Pybus' (Cradle of Filth) own label SixSixSix Records
3) a Japanese Visual Kei band
4) Thrash/Crossover band from Abu Dhabi, UAE (2005-07)
http://www.youtube.com/playlist?list=PLDE66BA48C8525481
5) an American hard rock band from the 70's
6) a French rock band featuring Manu Livertout (Manu Livertout Band, Boy Damon T)
7) a Finnish punk rock band formed in 1976


Read more about Bloody Mary on Last.fm.