Historically, thiols $\ce{-SH}$ were known as "mercapto-" due to their strong propensity to bond with mercury. Certain drugs still carry this designation, though mercaptopurine has an $\ce{=S}$ group instead of a thiol.
What makes the thiol group bond so strongly with mercury in particular? Why don't alcohols make such a strong bond with $\ce{Hg}$?
If it's known, was there any historical reason why it was important to be able to "capture" mercury?