Not sure about mainland Europe, but here in the UK it's good practice to leave them on when parked in rural areas and/or badly lit roads, especially in crappy weather (and it's mentioned in the 'highway code') Here in London I still often use mine when parked on a main road at night so (hopefully) it'll be more warning to someone speeding by not to crash into the back of my car...

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1993 320TE M104
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past:

1983 230E W123 M102
1994 E300D S124 OM606 (x2)
1967 250SE W108 M129
1972 280se 3.5 W108 M116
1980 280SE W116 M110
1980 350SE W116 M116
1992 300E W124 M103
1994 E280 W124 M104
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"music and women I cannot but give way to, whatever my business" -Pepys