From the engine, following the powertrain, there is a transmission, then a transfer case, then two differentials. The transfer case may be an early model (up to 2003) or the later model (2004 onwards). The later one is the x-drive model, and it has clutches in it to control slip. It uses a different oil than the early transfer case.

I'll let the parts experts define precisely which oil for which component. Personally, I would use BMW lubricants from the parts department as it is just easier. The transmissions use different fluids depending on which year and model of transmission. The transfer case is either Dexron (ATF) for the early version, or the BMW fluid for the later x-drive version. The differentials should be gear oil.

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue