I had this problem in my 81 300SD. The culprit turned out to be the left sunvisor. Simply moving it would blow the fuse. Before you try removing every light (which will take a while), try removing both visors. All you need is a phillips head screwdriver.
1976 300D (W115) - 330K and still going (sort of)
1991 300D 2.5 Turbo - Sold at 221K
1983 280SEL - Sold at 206K
1981 300SD - Sold at 232K