the law that covers this is rather specific (it has some other shit in it that is important too, it is called magnussen somebody act):
1. like someone said: the manufacturer has to PROVE that it was your mod that caused the damage.
2. for intakes etc: if you failed emissions, and the mod is there no matter if it caused it, but if it is related (i.e. this woudl not apply if you say used non bmw suspension, or brakes or some thing not emissions related), you lose. these laws are state specific though.
3. even if the mod did not cause any damage, and bmw refuses to honor warranty, you are screwed. what are u gonna do, sue them? good luck....
my solution (i have afe intake) was to use my mechanic to install the parts, and keep the stock intake in my basement. if something fails on the car that i think stealer or bmw may questiuon the intake, i will re-install original parts, give the car to bmw, and say nothing more.
remember: oil-foam filters occasionally fail (VERY rarely). therefore, if your (or mine) intake suffers damage, and destroys the engine by leting in dirt, the solution above would have been fraudulent, and i'd never do it.