I pronounce Mary, merry, and marry the same..as do most people from Colorado.
I have noticed that a lot of people from back east have an ‘idear’ as opposed to an idea. I’ve heard it from well-educated Easterners...people who made fun of George Bush’s ‘nucular’...
I’ve heard that in the military, you say “nucular bomb”, but “nuclear family”.
That's a holdover from early English settlers. Even today, Brits who speak the Queen's English put an "r" or "hr" at the end of a word ending with "a", such as "PAStahr" (Italian noodles).