Diagnosing a vacuum problem is kind of like finding an electrical short circuit - you use the process of elimination, testing parts of the system and ruling out known-good parts until you find the part that HAS to be the problem. You almost answered your own question when you said the front doors lock but not the backs.
If some of the actuators work but not others then the problem is somewhere "downstream," close to the ones that don't work.
You need a MityVac (essential Mercedes DIY tool), which you can get at Sears among other places. Start at the pump under the back seat (push in the two orange clips at the front of the cushion and pull up hard, then dig through the padding and soundproofing underneath on the right side until you find the pump). Use the MityVac to pull vacuum on the lines coming off it and see if the locks move. If not then the pump is probably fine (since you can hear it) and the problem is either in the lock actuators themselves or in the lines between here and there. The lines give trouble mostly where they flex in the doorjambs - when you open the doors, you can see from the inside a black bellows like a bendy straw, inside of which is the vacuum line (and some wires for the windows that don't like bending either, but that's another story).
If you've narrowed it down at this point to the lines or the lock actuators, you'll have to pull off the door panels (not hard, see
this thread for help) and test the actuators directly by hooking the MityVac right up to them. They have a bellows of their own that can crack with age and use. Actually that is most likely to be the problem, from my experience. A new actuator is $15 or so. While you're inside the door is a good time to grease the window regulator and replace bulbs in the window switch and puddle lamp if you're anal about having all the lights in the car work (like I am).
I've never had to mess with the trunk actuator and I'm not near my W124 CD right now to look it up, but I think it's behind a panel in the rear of the trunk (i.e. between the taillights). Test procedure will be basically the same.
Hope this helps. Troubleshooting the vacuum systems if you're new to M-B's is at first weird and counterintuitive, but you'll get used to it quickly. Unfortunately these cars are at an age where the plastic and rubber in the vacuum lines and related components dry out and crack, and fail at the drop of a hat. It's not life-threatening, but it can be annoying.
