When you buy a Mazda, Volvo, Lincoln, or a Mercury, does that money go to Ford?

Because Ford owns them, wouldn't the money go to them?

Ford does not own Volvo or Mazda. They have about a 30% market share in those companies. The Mazda 3 and Volvo S40 are built on the same frame. Ford as well as those other companies make parts for each other. It's a way to effectively save on production costs. This is not a new concept. Ford does make the Mazda Tribute, but a small fraction of the profit goes to Ford mostly in production costs. It also allows Mazda to have a good suv in the company. This is another way for employees of Ford to have a job and continues to get Ford's vehicles on the road. Ford does own Lincoln/Mercury exclusively, so yes that profit goes to Ford directly.

They just own Ford, Lincoln and Mercury