M3's come with them stock, SOME 325's and 328's came with them as an option, so it's kinda rare to see. (and I'm willing to bet it was just the M3 part, except on automatic transmission cars because the gearing is totally different fron a manual transmission) Unfortiunately, I was one of thew many that didn't get them as an option, I have an open diff and can't drift or burnout at all (+ an automatic transmission so I REALLY can't have fun

)
I'm sure you can get an M3 LSD from the dealership brand new, it'll definately be costly. You can get used ones on ebay, be sure the gears arn't ground up or chipped. If the diff just needs new clutchpacks, that's ok because they wear out like brake pads do.
You can also get one custom made with a custom gearing ratio and slip resistance for relitively cheep I belive maybe a couple thousand bucks.
I sugest you get a Quaife diff... Badass. Uses gears instead of clutches I believe, not sure how it works.
Quaife America VAC motorsports sells them, and some others $1425 for one badass diff.
I'm seriously considering getting one of those... I need to get a manual tranny swap if I'm gonna do it though, otherwise it's kinda pointless.