It runs inside the cabin and just ends under the dash; no filter or anything. I guess they figured the air in the cabin would be clean enough already.

For what it's worth, I removed the black box and all the extra unnecessary EGR related crap in the vacuum system a few months ago, no problems have cropped up. Much cleaner looking :-).

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