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.
Imola Red / Imola Red ///M5
E60 SSK, Dice iPod, Illuminated ZHP knob, MKIV, Euro Armrest, GT ExhaustDaily:
BCR Coilovers, 19x10 + 19x11 Rial Daytona Race, Michelin Pilot Super Sport
'04 E55 AMG Brilliant Silver on Anthracite leather
'96 318i Alpine White on Black
'01 330Ci Titanium Silver on Coral Red
'96 328i Jet Black on Black