Mary is usually written as 玛丽 in Chinese. Sometimes, it could be written as 玛莉 in Chinese.
There are well-known people who share this name with you, such as, Mary Pickford, or 玛丽·碧克馥 in Chinese, a legendary figure in the cinema world.
Mary-Louise Parker, or 玛丽-露易丝·帕克 in Chinese, another actress in the entertainment industry.