My 2005 X3 comes with the rear fog light as standard (but it's one-sided only and it looks pretty weired when switched on, looks like the bulb for the other side is blown!). So it should be technically possible to add it in if it is not fitted already.

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Here's the Photo Album of my (sold) X3; Album of my (newish) X5 is on the way!
(WARNING: read this before you buy anything from Umnitza)