there are at least two... and maybe three... (I'm assuming you're asking about your S420 W140)
There is a main cabin filter located under the hood, directly above the heater/AC blower motor. This is a pollen/particulate filter. Its a little over 100 dollars.
There is a small filter inside the cabin, directly above the passenger footwell... it filters the air when the heater/AC is in recirculation mode. Its a flat, porous material... about 20 bucks.
Don't know if they had them in '95, but my '96 W140 has a third ...activated charcoal filter (expensive dude (several hundred dollars) and hard to replace) under the hood/beneath the wiper assembly. If you have one of these, the first filter (over the blower) will have activated charcoal in its construction as well.
Hope this helps. KenP