The phrase "have mercy" can often be used to express a deep sense of compassion or a plea for forgiveness. Synonyms for this phrase include "show pity," "grant clemency," "extend grace," "show compassion," "offer forgiveness," "show benevolence," "give compassion," "show mercy," and "show leniency." Each of these phrases carries their own distinct connotations, but they can all be used to express a similar sentiment. Whether looking to convey a sense of empathy or to ask for forgiveness, each of these synonyms can help to convey the desired message effectively.