There is no wiring in the US spec W126 for the rear fog lights, it must be added:
http://www.peachparts.com/shopforum/diesel-discussion/274769-started-out-rear-fog-lamp-install.html
Basically you add the ground wire to the switch for the indicator, and run the extra wire to the back for the fog lamp.
On Euro cars the wiring used for the rear side marker lights is what drives the fog lamps.
-J