Norse
Loki
trickery, shape-changing
Roman tradition. See the whole pantheon.

A god of merchants, whose temple was dedicated in 495 BCE near the Circus Maximus. His name is related to merx, 'merchandise'.
Greek counterpart: Hermes on thegreekgods.org. Roman and Greek versions share names and stories in many places but began as different cults.
Deities in other traditions who share a theme with Mercury: trickery, boundaries and travel. This is overlap in one area only.
Norse
trickery, shape-changing
Egyptian
storm, desert, chaos
Mesopotamian
fresh water, wisdom, craft
Celtic (Irish)
the sea, the otherworld
Japanese (Shinto)
storms, the sea (in some versions), the land of Izumo
Aztec (Mexica)
night, fate, sorcery
Yoruba (Orisha)
crossroads, messenger, communication
Slavic
cattle, wealth, the underworld (inferred)