Besides being the role of female actress Juliette Lewis in the Oliver Stone film "Natural Born Killers" there is more than one artist with this name (see links in the Wiki sources):
These are videos from concerts where Mallory Knox played, so they may be of other bands that played the concert as well.
Make A Scene Festival Union 2013 Jul 7, 2013 Middlesbrough, England, United Kingdom Added by Daniel Dixon
Don Broco / Mallory Knox / Hey Vanity Feb 28, 2013 Newcastle upon Tyne, England, United Kingdom Added by Daniel Dixon