In the US you can track your car from the day production is scheduled to start all the way until it gets delivered to your dealership (but it is a bit delayed sometimes... my dealer got notification of arrival nearly a week before the website notified me, other than that it is fairly accurate).
They give you a Production # not a VIN #... but I guess maybe you got a VIN# because the car is to be built in the US? My car didn't get a VIN assigned until it reached the US shores
You do this through the BMW Owners section of BMWUSA.com. I guess there must be a BMW Owners web section for each European country?