All mackerel comes from wild fisheries. Most are healthy, but some choices are better than others environmentally and mercury-wise http://www.montereybayaquarium.org/cr/seafoodwatch/web/sfw_factsheet.aspx?gid=31 http://www.nrdc.org/health/effects/mercury/guide.asp

Yes - Mackerel is always wild caught.

Here are some additional things I learned while googling this:

Apparently there are more than two dozen different fish marketed under some variation of the name "mackerel", although some of these are technically a different species.
http://en.wikipedia.org/wiki/Mackerel

Re: Mercury:
The canned mackerel I buy [Bumble Bee, $1.79 for 15oz http://bit.ly/P9NOG5 ] is labeled Jack Mackerel or Chub Mackerel and is similar in size to a large sardine, roughly 4oz each, with 4 to a can. Because of it's size, mercury is less of an issue, although there is still the BPA in the can lining.

There are also sustainability issues:
NYT: In Mackerel's Plunder, Hints of Epic Fish Collapse http://nyti.ms/RPqay9

Other canned fish which are always wild caught:
- Anchovies
- Sardines
- Alaska Salmon [always wild caught, although often from a hatchery http://bit.ly/Up99MQ ]

NOTE: Canned Atlantic Salmon is always, or almost always, farmed. http://paleohacks.com/questions/19937/salmon-canned-wild-or-farmed

the cans I buy in my area always say "wild caught" on them....I wouldn't be surprised if the food industry bended the term "wild caught" but until I find out I'm gonna assume there good quality.

'Wild caught'- "Caught by native humans and machinery of the wild earth in 99% clear crystal blue waters of a factory farm in wild America." ---I wouldn't put it past em.

In my neck of the woods, mackerel is wild caught. I do live in The Netherlands though...

Mackerel are not farmed.

Mackerel sushi is usually cooked, but it's one of my absolute favorite nigiri sushi.