I got the recently released Bentley service manual for the 3 series cars. Covers E9* cars. But it doesn't have any info on the M3 specific components like the engine, trans, etc. But to me, it would come in handy for stuff like how to remove the door panels, dash parts, etc. It cost about $80.00.
For the M3 info, you will have to pay the $30.00 a day or less for a subscription from www.bmwtis.com