Do I need to remove an engine in 260E to replace a coolant pump?
Thx.

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1987 MB260E 187K

You don't need to take the engine out to replace the water pump.
It is located up front of the engine. Generally, you only need to remove the fan shroud, fan, and power steering pump to make thing easier.
While you are in there, I suggest you have a look at the serpentine belt and belt tentionner.
JackD