Finally!
 

I just read in Auto Week that BMW is going to bring diesel models to the US in 2007:
From page 4:
"BMW will begin selling diesel-powered vehicles in the United States in 2007, most likely in sport/utility vehicles. Burkhard Goeschel, a BMW board member, tols Automotive News the German automaker can meet U.S. 2007 emission standards, and the high torque and good fuel economy of diesels make them a good fit for American SUVs. BMW offers diesel engines in all but two of its models in Europe, and nearly one-half all BMWs sold in Europe are powered by diesels."

I wonder if they'll only bring the 3.0d for the X5... One would think that for the power-hungry American market, they'd stuff one of the larger diesel V8s in there... Hmm... This is exciting!