Thanks for the responses. I now have the autocheck and the carfax on the car and the data is just weird.
Carfax: 6/16/08 - Mileage 506, vehicle offered for sale, online listing
Autocheck: 12/4/09 - mileage 506, registration/lien reported
Carfax: 7/23/10 - mileage 3274, tires balanced (local non-BMW shop)
And that's...it. Both say no problems reported, etc. But how can a brand new car sit on an online listing for a year and a half, accrue 0 miles, and then get registered for the first time? Something is not adding up.
I asked the (again, non-BMW) dealer if they had access to the service records and said that all the seller said was that he changed the oil regularly (um?). The dealer is a major, well-known dealer (not some rinky dink used car lot) so I'd be pretty surprised if they were complicit in any shady dealings.
I think at this point I'll be moving on but I would still be interested in any possible explanation for the data.