I hate to break it to you, but they're made in China. In fact, most components on all German cars are Chinese these days.
I can tell you with certainty that my car was built in Stuttgart. The reason I know this is, when I went to purchase the new vehicle in 2014, the only C-Class cars they had on the lot were C-300s, which are 6-cylinde3r all wheel drives, and C-250s which have 4-cylinder turbo engines.
Since I wanted a 6-cylinder rear-wheel drive vehicle, I had to special order a C-350, and I had to wait 2 months to get it. And the invoice clearly stated the car was built in Stuttgart Germany.
Actually, the ones on my truck are hecho en Mexico.