Posting some photos for reference. I had the dreaded steering lock failure last week. Luckily it was in the driveway and not some remote place. It took several years to completely lock up and not release. Here is how is started for me. Few years back it would sometimes not allow me to start unless I applied pressure to the steering wheel. Then in the last six months I would have to jiggle the key for several minutes maybe every few weeks. Then it was five minutes. Then it was done. I heard it lock for the last time and that was it. Everything I read said the entire ignition had to be replaced and this was worst case since I could not use my keys. Now if you are just missing keys and the lock is original, any dealer can get you new keys with the VIN. (They will ask you to pull around back and give you dirty looks / act rude, but they'll help you because they want to leave a quickly as possible.)

I am going to simplify the steps as they are already well covered.

Remove:

Bolster, Instrument cluster, steering column. Remove bolts holding steering column to cluster area.

The pictures indicate where the pin is that must be drilled to release the ignition assembly. Use only the finest "metal shredding" type drill bits, no cheap stuff. Use a punch to put a small hole in the pin to keep the bit from slipping off. There is a clamp (10mm) around this area which may require movement away from the pin. You don't need to remove it completely. Once the pin is gone, disconnect the ignition wires and vacuum hoses. Pull gently down on the steering column and the assembly will move. You'll have to twist and turn it out... hard to describe. At this point you'll be so happy it won't matter and you'll just figure it out.

"reassembly is vice verse" as they say.

lost keys, ignition locked, steering locked, W126, 300SD, can't turn key, can't turn wheel, can't start car, ignition replacement

 

I am happy to find this answer, but I need more detail answer for same title.
Sometime, only the parts are jammed or not on the right position, all parts need to be re-assembled and greased well, if parts are not damaged.