BMW euro delivery is about 7% off US prices.
It includes insurance for driving around some period of time in europe as well as delivery to your local dealer.

One thing to consider is that you pay for the car up front before you pick it up and that it takes about 5 weeks for the car to arrive at your local dealer. So you'll be making payments without the use of the car for at least a month.

Also, depending upon your state laws, if you keep it in Europe long enough you may be able to avoid paying state sales tax. At least that's what some people have claimed.