The rear foglights can be retrofitted by yourself without much difficulty. The DIY is on this forum actually, do a search. Basically, you need a European-spec headlight switch, plus a trigger wire to run from that switch to the FRM (Fußraummodul or Footroom module) which is sorta in front of the dead pedal.
You will need to buy a new set of outer rear taillights, as the indicator light is amber for the rest of the world and required under the ECE standards.
You will also need someone to code the lights so that the parking lights do not include the front turn signals.
There may be limitations on the sat nav and Telecommunications-related items like BMW Assist and BMW Online due to frequency differences. Not an actual safety requirement issue, just know there can be issues. Similarly, the airbag system works slightly differently on North American BMWs (weight sensor in the passenger seat, different programming/wiring). It won't break any laws there, but getting it serviced in the future may be problematic. Same with the emissions control systems; the programming and diagnostics are slightly different.