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
'04 E55 AMG Brilliant Silver / Anthracite
'96 318i Alpine White / Black
'01 330Ci Titanium Silver / Coral Red
'96 328i Jet Black / Black