She was born Mary Julia Warnock in Independence, Missouri on May 15, 1896. Her father, Robert Warnock, was a horticulturist and her mother, Minnie, worked as a waitress. They divorced when she was a teenager. Mary attended the University of Kansas and studied psychology at the University of Chicago. She married businessman Charles Grabske on August 25, 1915. The couple divorced in 1919. Soon after she married Harry Lieberman, a wealthy advertising man, and moved to New York City. In 1921 she had an operation to remove her appendix. Following the surgery she began suffering from fainting spells. Mary and Harry separated in early 1923. He offered her $10,000 to divorce him but she wanted more money. She also refused to return the emerald jewelry he gave her. The beautiful brunette said her philosophy was "You can't be happy and poor." Flo Ziegfeld hired her be in the Ziegfeld Follies in the Fall of 1923. He described her as "the model chorus girl". Mary spent two seasons with the show and never missed a performance.
She had a quick temper and once got into a fight with her Follies costar Mary Nolan over an electric fan in their dressing room. Unfortunately she began partying a lot and became addicted to heroin. Mary was very interested in the afterlife and read books about reincarnation. She lived in a modest apartment near Riverside Drive with her younger sister Martha who was also a showgirl. On August 16, 1924 she told her maid she was going to take a bath before going to the theater. Around 4:00PM the maid found her dead body lying in six inches of water. She was naked except for pair of blue satin slippers on her feet. There were bruises on her body which started rumors that she may have been murdered. Her family believed she died from a weakened heart caused by her appendix surgery. However the medical examiner found heroin in her system. The twenty-eight year old had died after overdoing on heroin and falling into the bathtub. Mary was buried at Mound Grove Cemetery in Independence, Missouri. Ziegfeld Follie star Doris Lloyd later claimed that her dressing room was being haunted by her ghost.
