In 2012, Merchant, along with actor and writer Mark Ruffalo, organized a concert to protest oil and gas fracking in New York state. A documentary, written and directed by Jon Bowermaster, was made of the event and titled "Dear Governor Cuomo". She directed a short 2013 documentary titled "Shelter: A Concert Film to Benefit Victims of Domestic Violence", that shone light on a group of women living in the mid-Hudson region of New York State responding to the crisis of domestic violence in their community with compassion and creativity. It was inspired by an event for One Billion Rising, a global campaign calling for an end to violence against women, held on February 14, 2013. Merchant presented a screening of the film at the Old Dutch Church in Kingston, New York, on the day of One Billion Rising for Justice.