I had this issue with my W210, drove me mad as it was almost draining the battery overnight in some cases (the battery was underspecced for the car when I got it).

Anyway, over at Mercedes source they had a video about how to find the drain using a 12v test light and gradually pulling fuses - worth a watch anyway.

For me I found it to be the rear dome light that was causing the issue (apparently quite common) - pull the fuse for that and see if that works.

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UK spec Mercedes W210 E300 Turbodiesel wagon - OM606.962 with 722.6 transmission - rust free!