Oh D., I am a grown woman with a teen son and I shriek every time anyone utters bloody mary even once in my house...I will not let them ever say it three times.
But that is the key to this scary story as I know it - a person has to utter bloody mary three times in front of a mirror before she comes out. http://en.wikipedia.org/wiki/Bloody_Mary_%28folklore%29
For some reason, with all the myths and urban legends out there, there is always one that strikes fear into a person more than the others.
What you can do is acknowledge her fears - let her know that it is alright to be afraid, but reinforce that this is a myth, a legend, that has, in fact, been around since the 1960s. Begin telling her other, gentler stories at bedtime, read books together - things that will give her other things to think about while falling asleep. Soft, gentle music or white noise in her room. Leave the light on - it's okay if she needs that. Check on her every 10 minutes instead of 15, until you can lengthen that to 12 minutes, etc.
If there is a mirror in her room - take it out for now. No mirror - nothing can come through it.
Remember that 9 year old girls can be hyper sensitive and, like all children, over imaginative. So try an appeal to her imagination in positive ways, with myths and legends about good.
My son went through a spat were he was afraid to sleep - afraid of bad dreams after his first experience with one when he was about 6. Together, we mad a dream catcher and hung it above it his bed. 9 years later, and one household move, and it is still over his bed..more decoration now than anything.
But, still, small talismans, things like a dream catcher that has its roots in good cultural myths can help ease away the bad myths. Especially if you help weave the good "magic" into the myth.