Here: www.honestjohn.co.uk/carbycar/bmw/3-series-e46-199...d . The oil seals or the bearings or both can fail, the turbos can seize up or the engine emits black smoke from burning sump oil. You can minimise the chances by changing the engine oil extra frequently, reducing the chance of a blockage to the turbo oil feed. And you should always idle the turbo for a minute or two before switching off the engine whenever it is red hot, which it might be after towing, after a long ascent or (sometimes) after a long run at steady speed on a motorway. Obviously if the end of your journey is through a town or village at relatively low engine speeds then this will have the same beneficial effect as idling the turbo.