Most probably worn suspension bushings, or bent suspension or steering components. This happened a few times to me. We can be thankful for our excellent road conditions. Supposedly, this issues hardly ever happens in Europe, but is very common in North America. It's bad here in Quebec Canada, where the severe weather variations detoriate our roads and massive potholes are formed. People bent their rims, and suspension components all the time. For some reason, it's worse on german cars.
I was lucky and my trusty dealer replaced components free of charge under warranty, during my regular Inspection #1 & #2 maintenances. I did not have to fight for it at all. My warranty expires in April 2005. I have become a little more attentive to road surfaces now, and slalom my way around the road obstacles when possible. [bmwdance]
I have owned Japanese cars and SUV,s and never had this issue.