Agreed with everyone... sounds like intermittent fuel pump. When they die they are known to run intermittently.

How many miles are on your X. BMW pumps typically last 100,000 to 150,000 miles. Supposedly closer to 100,000 miles if you run your tank down a lot (I do it every tank, with every car I own) but I've only ever had one fuel pump failure over 15 BMW's so I'm not sure how much credence to give that. The fuel is used to aid in cooling the pump as Upallnight said, but I've seen just that one failure running from full to empty with every tank. I have NEVER let a pump run dry though (run out of fuel).

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2005 X5 4.4i Build 04/05 Maintenance/Build Log
Nav, Pano, Sport (Purchased 06/14 w/ 109,000 miles) (Sold 8/15 w/121,000 miles)

2006 X5 4.8is Build 11/05 Maintenance/Build Log
Nav, DSP, Pano, Running Boards, OEM Tow Hitch, Cold Weather Pckg (Purchased 08/15 w/ 90,500 miles)

2010 X5 35d Build 02/10
Nav, HiFi, 6 DVD, Sports Pckg, Cold Weather Pckg, HUD, CAS, Running Boards, Leather Dash, PDC, Pano (Purchased 03/17 w/ 136,120 miles)