Grimsby cruised to an easy first win of the season but the outcome looked so unlikely at half-time.
It was one-all after 45minutes, with Darren Mansaram levelling after 15minutes after sloppy defending from a throw-in let in Brian Barry-Murphy for a second-minute goal for the visitors.
But a madcap two minutes at the start of the second half turned the game in Grimsby's favour.
The home side were awarded two penalties which remarkably were both saved by Bury keeper Glyn Garner.
But while Andy Parkinson's penalty was cleared, the second taken by Ashley Stastanovich, was turned back into the net by the penalty taker.
From that point, Grimsby were in charge, and midfielder Thomas Pinault struck twice on 63 and 72 minutes to put the Mariners 4-0 up.
Striker Michael Reddy came off the subs bench to score as he had done in mid-week against Boston. While that goal earned a point, this time it was the team's fifth and the icing on a very tasty cake.
With Grimsby swarming forward, and the crowd chanting ' we want six' the final whistle could not come soon enough for Graham Barrow's boys.
So after three games Grimsby gained their first victory of the season, and the five goals are a healthy tonic for their goal difference. On the other hand, Bury's unbeaten run of a win and a draw came to grinding halt, as they missed experienced players through injury or suspension.
New Grimsby manager Russell Slade, has brought some good players into the club in the closed season, and they should be a force to be reckoned with in this division after two successive relagations.
For Bury's young side, it was a harsh lesson on how cruel football can be, but they showed enough in the first half to reveal that they could be something of a surprise packet at the end of the season.