Storylines
The event included nine matches that resulted from scripted storylines. Results were predetermined by WWE's writers on the SmackDown! brand,[4][5] while storylines were produced on WWE's weekly television show, SmackDown!.
The main rivalry heading into No Mercy was between Batista and Eddie Guerrero over the World Heavyweight Championship. On the September 16 episode of SmackDown!, Palmer Canon announced that Guerrero was the next challenger to Batista's World Heavyweight Championship.[6] Guerrero came out and claimed he was now more about compassion than manipulation.[6] Two weeks later, on the September 30 episode of SmackDown!, Guerrero accidentally hit Batista with a folding chair while attempting to hit MNM tag team member Joey Mercury.[7] The following week, Batista showed Guerrero the footage of him hitting Batista last week. Batista then proclaimed that he would hurt Guerrero if he were to become manipulative again.[8]
The feud between The Undertaker and Randy Orton and "Cowboy" Bob Orton began at SummerSlam. At SummerSlam, Randy faced off against The Undertaker. During the match, "Cowboy" Bob (disguised as a fan) came into the ring and interrupted the match. Following this, Randy pinned The Undertaker after an RKO to win.[9] After the match, Randy peeled off the latex mask of the fan and revealed him to be his father, "Cowboy" Bob.[9] On the September 16 episode of SmackDown!, The Undertaker defeated Randy. During the match, "Cowboy" Bob drove a U-Haul truck down to the ring and unloaded a casket. As The Undertaker went to put Randy inside the casket, he opened it and found a mannequin of himself inside.[6] Despite this distraction, The Undertaker pinned Randy after he hit him with the Tombstone Piledriver.[6] The following week, druids wheeled out a casket. The Undertaker appeared on the TitanTron and urged The Ortons to look inside. The Ortons opened the casket and found mannequins of themselves inside.
At the previous SmackDown! brand pay-per-view event, The Great American Bash, The Legion of Doom (Road Warrior Animal and Heidenreich) defeated MNM (Joey Mercury and Johnny Nitro) to win the WWE Tag Team Championship.[11] After both teams got involved in a storyline between Melina (Melina Perez), who was also a member of MNM, and Christy Hemme, The Legion of Doom and Hemme versus MNM was announced for No Mercy.[7]
The storyline over the WWE United States Championship began when Booker T, Orlando Jordan, and Christian each explained why they thought they deserved a title match against the champion, Chris Benoit.[7] Theodore Long, SmackDown!'s on-screen general manager, then announced that Benoit could choose who he wanted to face for the title. After Jordan won a triple threat match, also involving Booker T and Christian, Benoit decided that he would face all three men in a fatal four-way match between the four at No Mercy.[7]