Yep, Alldata has the W140 ... at least they cover my '96 S500. Have had a subscription with them since December.
As you've found, there simply doesn't seem to be any manuals anywhere for these cars... which makes the Alldata on line manual a good buy just for that fact.
Overall, the system works pretty well; its obvious that most of the pages are right out of Mercedes literature.
The bad news is that much of it isn't intuitive... you have to hunt a bit at times to find things... and the formats don't make it any easier. For instance, the electrical schematics are broken up into multiple pages making it all but impossible to follow a wire from one end to another without some real effort.
Some mechanical procedures are missing all together.
The good news is that you can download the drawings and pictures to your computer if you wish. Most procedures are there and many of the illustrated diagrams are excellent.