Was dating Fox chairman Joseph M. Schenck at the time she was signed by the studio for film work.
A son, Michael, from her first marriage, was born in February 1941. He died soon after, most probably of SIDS.
According to Laura Wagner in her article on Mary in Films of the Golden Age, Summer 2014, Mary's first husband, Captain Robert Gordon-Canning, a World War vet, was once a member of the British Union of Fascists.