I've seriously looked into it. There's tonnes of custom fabrication required and the wiring is going to be a far cry from OEM. It can be done, but not like a drop-in and it will cost you boatloads of $$$ for all the custom work. I'll find the link to an E46 M3 being transplanted in Europe.
'02 ///M5 Imola Red / Imola Red '09 335i Alpine White / Coral Red