Mary Lou is a minor, deceased character featured in the Red Dead Redemption Undead Nightmare DLC pack.
No background information is known for "Mary Lou." Her name as an undead was given to her by Seth Briars.
Mary Lou appears at the party thrown by Seth Briars at The Old Bacchus Place in the final cutscene of the mission "Get Back in That Hole, Partner". The player does not interact with her but watches as Seth dances a jig with her. As she is the same as all the other undead there, if you throw an explosive weapon such as a Fire Bottle or Dynamite, the Undead will attack or be killed.
Seth "dancing" with "Mary Lou."