Of the solar systems four terrestrial planets, the origin of Mercury is perhaps the most mysterious. Modern numerical simulations designed to model the dynamics of terrestrial planet formation systematically fail to replicate Mercury; which possesses just 5% the mass of Earth and the highest orbital eccentricity and inclination among the planets. However, Mercurys large iron-rich core and low volatile inventory stand out among the inner planets, and seem to imply a violent collisional origin. Because most algorithms used for simulating terrestrial accretion do not consider the effects of collisional fragmentation, it has been difficult to test these collisional hypotheses within the larger context of planet formation. Here, we analyze a large suite of terrestrial accretion models that account for the fragmentation of colliding bodies. We find that planets with core mass fractions boosted as a result of repeated hit-and-run collisions are produced in 90% of our simulations. While many of these planets are similar to Mercury in mass, they rarely lie on Mercury-like orbits. Furthermore, we perform an additional batch of simulations designed to specifically test the single giant impact origin scenario. We find less than a 1% probability of simultaneously replicating the Mercury-Venus dynamical spacing and the terrestrial systems degree of orbital excitation after such an event. While dynamical models have made great strides in understanding Mars low mass, their inability to form accurate Mercury analogs remains a glaring problem.