Care to elaborate? Not sure what the problem with the search feature is. We even decreased the # of charactes required to 3 instead of 4 about a month ago. Anything less than that, just use a asterisk (*) as Boots R mentioned.
As far as trying to find/search parts for E21's, 2002's, etc like you mentioned is just difficult to begin with, so probably most of your search results come back as e30, e36, and e46 related as these are probably most common.
Try posting in the "Looking for" section, or post your question if you notice its not coming up in the searches. This will bring it into the search database for the next guy who so happens to be looking for an answer to the same question.