Recently my 1995 M3 did some strange things electrically. All of the power windows, sunroof, and interior cabin lights will not work. I checked all of the fuses under the hood and they were all good. Is there an auxillary fuse box somewhere else? I did not get an owner's manual with the car.
There is a relay under the dash on the left side called the comfort relay. It is a common cause of this type of failure. If all your fuses are intact, look into this as the possible problem. It is near the left side of the steering column and you have to pull the under dash cover to get to it. IIRC, it is blue or green.