If both headlights went out at the same time it could be a blown fuse or a failed headlight relay.
for a mercedez 2003/2004 or higher e320 the cigareet lighter fuse if you use an ipod trasnmitter and don't want to spend $1,000 bucks is fuse # 54 located in the upper left corner of the engine panel box. .
its in the engine carpartment beside the battery
It is a relay (little box) under the hood in the fuse box on the drivers side
The fuse box is located under the hood on the right side close to the headlights.
Most all cars do not have a fuse for the headlights.
The 2002 Mercedes-Benz E320 fuse box is located in the engine compartment. The fuse box will be on the drivers side of the engine compartment.
The fuse for the rear lights for a 2002 Mercedes E320 is in the fuse box to the left of the steering column. A list on the cover tells you exactly which fuse goes to the rear lights.
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If you haven't done check the fuse box under left side of dash
The headlights do not have an external fuse. The underhood computer (FCM) has internal fusing for the headlights.