For many years now I've been using 91 octane fuel in my '91 300E because that was the best I could get in the US states I've lived in (Minnesota and Arizona). These fuels include various additives to control emissions in those states and apparently they reduce the octane rating.

When I take trips, I've been able to obtain fuel with octane ratings as high as 94. When I do, I get much better fuel economy.

I believe this is because I am getting fuel with less crap in it.