I had a similar problem with my 1993 400E. All the lights except one was getting power. I took apart the tail light assembly (pulled the metal out of the plastic) and used some fine sandpaper on the contacts thinking it was corrosion that was causing the problem. When I put it back together it worked. As someone mentioned in a prior post, the metal strips in the housing could lose their contact and maybe that was the problem in my case too. In any case, it was an easy fix, versus tearing into the fuse box.

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1993 400E, 256,000 miles (totaled)
1994 E420, 200,000+ miles
1995 E420, 201,000 miles