Just installed an alarm/keyless entry on our 190E 2.3 that had no factory alarm. It was a lot more work and frustration than I expected to encounter, but the plus side is I know more about the car now. The unit is a Commando 520-S ($49), which includes two three-button remotes, parking light relay, starter disable relay, shock sensor, and all the little bits and pieces. The keyless entry part requires 2 additional Bosch-type relays, and you will need lots of extra wire, connectors, heat-shrink, solder,... for the whole job.
If you were just installing a keyless entry, it can be done under the rear seat next to the pump, with a minimum of additional wiring. The pump, by the way, is referred to as a 'vacuum' pump, but this is a confusing simplification. It sucks or pumps air, depending on the state of the trigger signal it receives, and this allows just one pneumatic line to each actuator to do the job. It also has a built-in pressure (or flow) switch that stops it when resistance increases. That is how the trigger can be just 12V or ground, without pulsing or timing. This simple pneumatic logic is also why all the locks must go together when they go - no 2-stage driver's door then the rest. Your keyless entry control must have a long pulse option - 2 seconds or longer.
One thing you will need to wire in is the parking light flasher - this car needs a pair of high-current diodes to flash both left and right together without disturbing the independent design. These wires should be available somewhere under the rear seat too, but in my case installing the diodes on the light switch inself was easier and less invasive. Constant 12V and ground are available along with the trigger lines right at the pump, and I believe a valid 'switched power' line as well, if needed.
If your car does not have the factory alarm harness and you are installing an alarm, it can be a job finding all the right triggers. If you have never dealt with car alarms before, it can also be confusing sorting out the functionality and termnology used.
For instance, I found there is no problem using pin switches as triggers if they hook to a lamp that uses a constant 12V as source - or no lamp at all. Trying to use the glove box switch as a trigger gave me fits, though. Testing with the lamp removed it functioned properly, but the system gave an error and disabled that zone when the lamp fixture was plugged in. That lamp only functions when the ignition is on - when off, the line is very noisy from something else connected to that circuit.
I had also modified the system - I fed a 'diode-or'd' line back from the alarm 'unlock' output to the dome light trigger input of the alarm. This would turn on the dome light when the 'unlock/disarm' button was pushed on the remote, but it also disabled the 'auto re-arm' feature, which relocks and rearms after 60 sec if no door is opened. Another relay and more digging for wires would be needed to do this properly, so for the time being I disconnected my modification.
Since there was no factory alarm, there was no line connected to the trunk lid switch and no switch or line for the hood. The former I added, and the latter now has a wire awaiting a switch.
Larry asked 'Why?' - and after all the effort of the installation, I was beginning to wonder myself. One big plus is what I perceive as the fragility of the MB key/lock design. The fewer uses, the better the condition of the locks and the keys, and the reduced likelyhood of expensive failure. A lot of my rationale was the combined alarm/keyless features, though, not as much an issue if you have factory alarm, or if a keyless unit could not be integrated with the existing alarm.
Another issue to consider is the trunk that does not lock on closing - but locks with the door locks. This is different from all the other cars we have owned, and the Honda we currently do, where the trunk is locked when closed. It is a habit to lock the door of the 190 when exiting, and both cars are functionally the same this way if you don't then need to access the trunk.
When commuting to work though, I do, and I just 'pop' the trunk before getting out of the Honda, and then lock the door. With the 190, I lock the door, curse when I get to the trunk and unlock it, grab my stuff and close the trunk ... and often forget to relock the trunk and thus the whole car. The keyless remote provides a unified procedure you execute as you walk away from the car, and gives both audible and visual indications the task is done. For me, anyway, that is what works.