It can be done with a some effort, but you will find that BMW has put a lot of roadblocks to try to prevent importing into Canada. For example BMW will not release Original title unless you have an American Address and you have to find a Dealer willing to sell to you. If you use a broker it would be easier, they do all the work and charge a fee. I had one import another high priced car and charged me $500.00 for the importation.

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2013 BMW X6M-current
2013 Audi S4-current
2007 BMW X5 4.8i (E70)-sold