They were converted C43's, the conversion was done by AMG, and fitted a complete running gear from a E55, and a 180mph speedo.
They were rare as the customer had to buy a new C43, and then pay AMG to convert it, this was in excess 30,000 Euros.
Interesting info on the C55 W202 can be found here, http://en.wikipedia.org/wiki/C43_AMG#C_43_AMG_original_specifications
"Thankfully the C55 is not something you can buy over the counter from any mercedes dealership. Securing one requires patience, guile and a bank balance with at least one and preferably 2 comma's. First you have to put yourself on the waiting list for the new C43 at £47640. Then when it arrives six months later send it straight back to AMG with a further cheques for £24,760. In return they will upgrade the engine to the same 5.4 lump for the E55. Apart from a new rear axle, exhaust and speedometer that is the total sum of your investment"
Hugo Andreae Autocar road test no 4639 3rd feb 1999
They certainly do exist, I've seen one in detail in the flesh, and also seen an estate (!) in real life.
Nigel's W202 C55 is a nice car. 744 silver, IIRC it originally cost £88k! I think the upgrade includes the proper '55 running gear - rear diff, prop etc as used on the CLK55/E55 etc.