Could be a bad window regulator.. When hitting the switch for up do you hear any sound from inside the door? If there is a sound, you probably have a bad window regulator. The window rides along a track when going up and down. That track is controlled by a steel cable. Sometimes the cable loses it's way in the plastic grommets that control the cable. Not sure if MB has the plastic grommets..
The good news is the unit should be a relatively easy fix if you're mechanically inclined enough to remove the inner door cover, and can get the part quickly. The bad news is it's cold outside and the dealer would really entice you with a fresh loaner while they fix it (and of course charge you for the repair)..
Had this happen to me! The window button was pressed down but the glass didn't seem to go down from the fully up position. Since its winter here (Toronto) i figured it could be just frozen so i gave it a nudge down with one hand and the glass simply fell into the slot and i could not get it back up
Asked the MB dealership they simply said its probably the regulator so lets go ahead and replace that (OUCH !$$$)
Went to my local mechanic Active Green & Ross, they took the panels apart and after further inspection the cause was that the clips holding the window were out of place. Luckily I had this done whilst servicing Accelerator pedal replacement so i got a break on labour! Saved over $450 that the dealership would have charged to replace a window regulator that really wasn't in need of replacing
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