Standard analysis of the phenomenon in which "where" stands for entire prepositional phrases
Solution 1:
'Where' asks about the location of a person or an object. In our example, "Where did Mary go?" while we know she went somewhere, it could be to, in, at, under, over, above, below, upstairs, downstairs, etc...Because the answer relates to a location, the answer could be, amongst many others: She is IN the shower; She went TO the store; She is AT the bus stop; She is OVER there.
But we can't assume she went 'to' somewhere as we sought information about her destination. " Where did she go to" only works if we had said ' Which store did she go to?" instead. Keeping into perspective the situation Where did Mary go could be overturned if in fact she didn't go anywhere, or turns out she's still here!