Bimmer Freaks!
In traveling through the depths of this board I have noticed a bunch on posts on interior lights. I had the same problem!

ghead
Last tweek I decided to address theis problem by ripping apart my whole dash and tracing down every grey/red wire I could find. Agian---->

ghead
After several hours and many many Grolsh's I found the problem. . .
The rear ash tray light of all things. The wires to the light come up through the carpet and along a piece of metal. Over time the grey/red wire coating rubbed against the metal enough to expose some copper. The fuse won't necessarily blow because of the resistance of the dimmer switch, which btw will become hot becasue of this.
I cut the wire, butt-spliced it and taped the s%#t out of it.
Now my lights work again after 2 years!
Anyway I thought this might help someone.
Chris