Hi there,
As far as I know, there are only a couple reasons lamps fail. One is high voltage, the other is vibration. If your alternator's voltage regulator isn't doing it's job correctly, the voltage could be getting too high and causing the taillights to go, but I'd think the headlights would fail first. If there is excessive vibration at the rear of the car it could cause the filaments in the lamps to fail due to metal fatigue, but your Merc shouldn't have that problem!
Maybe the real problem is that they have reached the end of their life cycle, and are just going out one at a time. I would check the voltage first - if it's getting above 15.5 volts you have a problem.
Good luck with it!

Regards,
Richard Wooldridge
'82 300D/4.3L V6