My 2003 ML320 ashtray sticks sometimes but I have found that pressing down and in at the bottom center usually frees it up. There is a 12V socket below the glove box on mine so I seldom even open the ashtray. There is a lighter in the ashtray though.

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Dave
88 300E 250K Sold
2000 C230K Totaled @104K
2003 ML320 156K Sold
2009 E350 4Matic Sport 46K Sold
2011 ML350 60K Sold
2014 GLK350 46k
2012 GL450 55K