My '92 400E has "Made in Germany" printed on the VIN plate on the B column. I didn't find anything in the engine compartment to indicated build location. My VIN number also has the letter "B" before the last six digits.
I love the car, and with 109,000 miles on the clock, I've had no problems thusfar. Very solid and very fun to drive.
01 S55 AMG Silver
01 CLK55 AMG Silver