My headlights went out on my ML350 and I cannot locate the fuse box.

SOURCE: fuse box location

The fuse box or panel, is located under the dash on the far left, next to the parking brake release handle. Looking in this area, you will notic a small black plastic panel. Remove this panel and you will see the fuses.

There is a second fuse panel under the hood, up against the firewall. Remove the large black plastic panel and you will find a row of relays, and a number of large type fuses.
Bill

SOURCE: 2005 Audi TT Master Fuse location

Had a similar problem audi come into my shop.  No headlights, blower motor would not work, wipers would not work.  After dinking around found ignition switch wires had burn't up.  Remove top steering column by taking out two very small philips screws from under column.  Look at top LH side of column w/ top cover removed.  Probably will find wires burnt up.  

SOURCE: headlights do not work on 96 camaro.

by looking at the manual for my 97 Camaro and if you say that the switch is good then that helps narrow it down a lot, because i found a circuit breaker... not a fuse!...located inside the headlamp switch itself. good luck and let me know if you find it... c.b's. are usually resetable please let me know if you fix it because i have the same car and it might go out on me someday..thanks man! also you can see if your getting voltage on the yellow wire when the switch is in the "head" position..if its not there, then its almost a guaranty that its the c.b.

SOURCE: I am trying to locate the headlight fuse in the fuse box

Dear
Always use latest technology bulbs in your car headlights. I have face same problem with my Car headlights but after buying latest car headlights my problem has been solved now since then no problem arise with my car headlights. I suggest you to have a look on these headlights for your 1992 BMW

http://www.cheapbmwparts.com/Headlights/

SOURCE: i have a mercedes benz

The fuse box is placed in the engine compartment:



Fuse no.# 21 - F21 (25A) is for radio & audio amplifier system