Mary Alice killed herself in the first episode by shooting herself in the head.
She killed herself because her son, Zach, wasn't really her son. He was Dana, the son of a former drug addict and Mike Delfino. His birth mother sold him to Mary Alice, who had been unable to conceive. Later, she came back and said she was off the drugs and wanted her son back. Mary Alice killed her and she and her husband Paul hid the body. She killed herself because she believed that someone had learned her secret - she received an anonymous note saying that someone knew what she did. I was actually from her next door neighbor (I forget her name) whose sister had been a nurse with Mary Alice and recognized her and Zach. Paul (Mary Alice's husband) found out about the blackmail and killed her, but her sister, Felicia Tillman, faked her own murder and framed Paul for it, which is why Paul is now in prison. Zach found out who he really was and killed his maternal grandfather, who was extremely wealthy, and inherited a fortune. He doesn't really have any contact with Paul or Mike.