In short...
The 500 W124 and the 400 W124 (maybe the 4matics also in a little way) are the only W124 sedan cars that have a little something different thats sets them apart. Apart from the obvious engine displacement that is...
The 500 has a larger drive train tunnel, structural integrity in the engine bay and frame to hold the engine and drive train. The front and rear fenders are flared to accomodate the wider stance brought on by the change in brakes and suspension components (500 wheels and suspension will not fit the other W124's although its sway bars will). Driving lights instead of fog lights. Some of the changes were made by Porsche (Yeah you heard right...Porsche!).
The 400 I think has a slightly larger drive train tunnel and again there is some structrul changes made in the engine bay to accomodate the V8. The changes were made in-house by Mercedes.
Every other W124 model and everything else is basically the same and most of it interchangeable. The W124 was very consistent through out its model range and years. Things were upgraded and changed as the years went by but they kept it simple. Also things were changed depending on engine power but the basic strcuture on the 200-300 models stayed the same. You can match and swap parts till your hearts content. You just have to do the research. For example swapping brakes may be more than just swapping calipers and rotors, I mean they will fit but you may need control arms also. You can take the hood of the 500 and plop it on a 200 and nobody could tell. Same goes for the doors, windows, trunk and lights. Its what makes the 500 such a sleeping killer you can't really tell what it is unless you are a mercedes nut.