Found some numbers, although a bit of extrapolation is required, so I stand to be corrected if someone finds better numbers. The following is for BMW diesel cars, and doesn't get into the SUV sales.

The Diesel Driver offered up some US diesel sales figures late last year, and promptly got blasted for misleading data. Their problem was that they compared the 335d to the 335i, ignored all other 3 series models sold in the US, and claimed that diesel sales were better than gasoline engine sales in some months (which they were, if you only looked at those two models). They also claimed that the diesel X5 was outselling the gasoline model, but had only looked at the discontinued 30i X5 and ignored the 35i replacement, let alone all the other X5 models. Not quite truth in advertising.

If we accept their figures for units, however, there were 2748 335d units sold in the first three quarters of 2010. Straight line extrapolation would put that at just less than 3700 units for the full year (about the same as the Z4). Separately, BMW reported sales of 101,000 3 series units in the US in 2010, and 172,000 cars (not includes X3/5/6 and mini). So, it looks like diesel cars were about 3.7% of 3 series sales, and 2.1% of all BMW car sales in the US. Essentially, double the prior year. I wonder what the break-even volume is. Maybe they are there, in which case the various sales incentives may not go on for long.

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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