Mine has been doing that for the past few months, ever since I got a new hazard switch. For a while after it started acting up it began working perfectly again, but then all of a sudden the turn signals would blink on both sides (as if I'd pressed the hazard button) regardless of which direction I was trying to signal.

Replacing the hazard switch (again) fixed that, but now recently it's begun acting up again! I think it may not be the switch/relay itself, but it's connection. The newer ones I've gotten just don't seem to snap into the wire socket as tightly as the original one did.

Its also possibly a short or something in the wiring - the reason I had to replace my original switch in the first place is some soda was spilled on it (not me!) and it shorted out... It's possible there's still some sticky goo in the socket or something. I intend to open it up and look at it at some point, but I haven't had time...

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'81 300TD Wagon 355k (Miss Diesel)
'83 300SD 180k
'84 500SEL 190k (Parting it out)