The evolution of the electronic structure of ultrathin mercury layers on tungsten (110) with increasing thickness was studied by angle-resolved and resonant photoemission. There is evidence for the formation of new Hg electronic states arising from Hg adatom hybridization and quantum-well states. These results, combined with the resonant photoemission, suggest that the overlayer undergoes a gradual non-metal-to-metal transition with increasing coverage and are similar to the change of the metallic properties observed in free Hg clusters with increasing size. The Hg band structure exhibits little evidence for strong interactions or hybridization with the W(110) substrate, in spite of layer by layer growth of the Hg overlayer, and superlattice periodicity.