Marry: should sound similar to the first syllable of carriage
Mary: Should rhyme with dairy
Merry: should rhyme with sherry
None of these should rhyme with each other.
All of them do Well, carriage doesn't in its entirety, but the first syllable does.
See, if I had friends named Carrie, Mary, and Sherry, I would be intensely weirded out if their names rhymed. Here in the Philly region, those are distinct sounds.
I'm from the opposite side of the state, so much so that it is approximately 10 miles from the Ohio border.
My mom is from the DuBois area, and she agrees with me; when she lived in Philly for college, she got a lot of weird looks for the way she pronounced things.