Mercury occurs naturally in the enviroment in very small amounts in oceans, rocks, and soil. Mercury can also be produced by some industrial plants. Here is a list of things Mercury can be found in:

Batteries
Old alkaline batteries (prior to 1998)

Lighting
Fluorescent lamps
Mercury Vapor lamps
High-Pressure sodium lamps
Metal halide lamps
Neon lamps
Strobe Lamps

Measuring Devices
Thermometers
Barometers
Hydrometers
Gas meters
Pressure gauges
Vacuum gauges
Mercury switches
Thermostats

Historical Uses
Latex Paint
some oil-based paints and pigments
Pesticides/Fungicides
Felt hat Manufacturing

Novelty Items
Some children's tennis shoes that light up