She begged for mercy.

Literal

She [topic-は] mercy [object-を] entreated.

懇願 (こんがん) is a Sino-Japanese compound combining 懇 ('earnestly, sincerely') and 願 ('wish, request') — together, 'an earnest plea, a heartfelt entreaty.' Far more elevated than ordinary 頼む ('request') or even the somewhat formal 願う. The construction 慈悲を懇願する ('beg for mercy') has a literary flavor and would not appear in casual speech — you'd find it in historical fiction, courtroom scenes, and religious texts.