I have heard stories from acquitances in Finland and Denmark too. You might want to cross-post your question on alt.auto.mercedes. You'll get tons of feedback there. Some of it might even be useful.
Also, don't stop in Europe, unless of course you must. Different US states have funny rules too. NY state used to have a luxury tax. It might still, I haven't purchased a new car for 10 years to have noticed.
Some of the heavily industrialized asian countries have some interesting rules too, such as Hong Kong, Malasia & the Philipinnes.