Nonlinear optical (NLO) crystals are widely used in advanced photonic technologies for second harmonic and difference frequency generation (SHG and DFG, respectively), producing coherent light at frequencies where existing lasers are unavailable. Isotropic glasses do not exhibit SHG or DFG, except temporarily induced anisotropy under external stimuli. However, recent reports on glasses with chiral structural motifs show promising permanent NLO properties. We propose an alternative solution: hybrid molecular/network glasses with noncentrosymmetric HgI₂ monomers. Mercury(II) iodide consists of linear HgI₂ triatomic molecules in the vapor phase and in the yellow orthorhombic polymorph stable above 400 K. At lower temperatures, the tetragonal red form is composed of corner-sharing HgI_4/2 tetrahedra forming a layered extended framework. There is a gap in the molecular evolution; direct structural measurements of the liquid HgI₂ phase are missing. Using high-energy X-ray scattering, pulsed neutron diffraction, and Raman spectroscopy supported by structural and vibrational modeling, we show that the mercury(II) iodide melt and HgI₂-containing sulfide glasses are built up by bent HgI₂ monomers (the bond angle <I-Hg-I = 156 ± 2° in the melt). The noncentrosymmetric entities imply intrinsic optical nonlinearity of the second order, confirmed by a strong SHG response.