Any ideas of something close?

http://www.dafont.com/

http://new.myfonts.com/WhatTheFont/results?ch%5B0%5D=3&ch%5B1%5D=2&ch%5B2%5D=5&wtfserver=aws_wtf1&id=00073d2f4e2841860001aa9c0000272b&glyphcount=3&imageid=0&x=41&y=43

Quick google yielded this page:

 

http://www.bimmerfest.com/forums/showthread.php?t=159593

 

There is a link to a TT file, I'd scan it for viruses but it might be what you are looking for. I'm willing to bet that BMW uses a bespoke font based on something like EuroStile.