I have had the chance to visit the manufacturing area of the GLK in Germany/Bremen. On our stammtisch site, there is a video, showing the GLK climbing a wet steep hill ( 60%).

http://www.g-club-ruhrgebiet.de/cms/index.php?page=109

The GLK is build on the same trim line as the C-Class limousine and the T-wagon.

could be the plan, but for now, the GLK is delivered by Mercedes-Benz Bremen/Germany only.

Makes most sense to build GLK on C-class assembly lines, which are in Germany and South Africa.

ML, GL, and R are all similar, and it's the same philosophy.

Seems unlikley Mercedes would build a one-off model in Alabama. 

This came in my MB club of America Newsletter:

 Possible C-class production at Vance
Spokespeople for MBUSI will neither confirm nor deny speculation that the Alabama facility may produce the very
successful fourth (if you count the 190 as the first) generation C-class and its SUV derivative, the GLK.
Honda has announced a shift of its Ridgeline pick-up to the Lincoln, Alabama plant that is the scale producer of both the
Pilot SUV from which the Ridgeline is derived as well as the Odyssey minivan from which the Pilot is derived. These
vehicles share the same platform and drive trains as do the Mercedes-Benz ML, GL, and R-class. It would, therefore,
require much more rearranging at MBUSI to add the C-class and GLK which share a platform different from the ML.
Some of their drivelines are shared with the Vance trio, so it is not totally out of the question.
The C-class is a bit more price sensitive than other M-B lines. The labor costs here in Alabama are almost 50% lower
than in Germany. They are also lower in South Africa which is the origin of many C-class cars sold here.
My sources tell me that there are many German visitors to Vance who are part of the C-class team.
The runaway success of Smart makes me think that perhaps this car or the larger A-class could be candidates for U.S.
assembly in Alabama.
This modern facility is far more flexible than the older traditional automobile factories (e.g. GM is closing its minivan
factory in Atlanta, because it can’t be adapted to today’s production methods. They also have serious UAW labor
problems—something to think about in the upcoming election).