What Happened to Mary is the first serial film made in the United States. Produced by Edison Studios, with screenplays by Horace G. Plympton, and directed by Charles Brabin, the action films starred Mary Fuller.

A serial film, film serial, movie serial, or chapter play, is a motion picture form popular during the first half of the 20th century, consisting of a series of short subjects exhibited in consecutive order at one theater, generally advancing weekly, until the series is completed. Usually, each serial involves a single set of characters, protagonistic and antagonistic, involved in a single story, which has been edited into chapters after the fashion of serial fiction and the episodes cannot be shown out of order or as a single or a random collection of short subjects.