What counts as a Mercenary card? Some cards let me search my stockpile or scrapheap for 'Mercenary' cards. Would that be any card from the Mercenaries expansion?
In the context of the game, it's any card with the word Mercenary included in the keywords, not any card from the Mercenaries expansion.

Is ComStar a house?
No, it's a keyword, but not a house. You may put ComStar cards in any Inner Sphere deck using the Universe Construction rules. Think of it as falling into the same category as the keyword Omni for the Clan 'Mechs.

Is show the same as reveal? If I show a card that's scrapped when revealed, is it scrapped?
No, show is a different verb than reveal and effects that occur when a card is revealed do not occur when a card is shown.

Can Assassination scrap a unique 'Mech?
Yes, and Protection Racket will affect them as well.

What do deplete and depleted mean?
It means to turn the card over as if it had been Alpha Striked. (See page 39 of the BattleTech Rulebook.)