Does anyone know if there is a cold air intake for a 2005 mercedes benz CLK 500?

Yep.

It's already on the car.

Go take a look at your engine, and notice how the intake is done.

It goes away from the engine, and towards a source of cooler air.

Cold air intake.

Now, if you meant an aftermarket one.....understand that since you already have one that functions that way, all you can possibly hope to do is SLIGHTLY increase the efficiency.

It changes about 1-2 horsepower. That's about it.

Here's an example. Take a straw, with some bends and creases in it. See how well you can blow through it.

Straighten it out. Try again. Marginal difference, but not much.

Same exact idea.