Don't know about other S's but I brought my 1990 S2 about 6 weeks ago and it came with paperwork to show that an alarm and an immobiliser were fitted about 4 years after it was registered. So I guess it didn't have factory fitted units.
As far as I know, immobilisers weren't fitted as standard but a lot of insurance companies requested owners had them fitted. I've got the original paperwork for mine and it was fitted a few years after the car was originally bought.
AFAIK there was no factory fitted alarm/immobiliser for S-series, but some may have been fitted by dealers when new. I've seen all kinds of alarm & immobiliser combinations on these cars.
I have a (very) Italian Piranha alarm/immobiliser on mine.