Bloody Mary was a fictonal character brought to reality by the Demon of Illusion to kill the Charmed Ones. Because she was a character from a movie, she was immune to offensive powers and could not be killed unless thrown out of a window.
Brought to Life
Bloody Mary was brought to life when Piper Halliwell and Leo Wyatt tracked down the Demon of Illusion to a movie theatre. The demon sent her after Piper and Mary followed her to the manor, while Leo stayed behind to calm down the audience. Mary attacked the sisters several times, until Phoebe Halliwell figured out the only way to kill the fictional characters was to kill them the way they were killed in the movie. Phoebe remembered Mary was killed by being thrown out a window and kicked her from the attic. As Mary hit the ground, she disappeared.
