So this thread is two years old, but I ran across it when conducting a search for "rear clunk". The thread ends w/out real clarity.
I'm noticing in my 2011 a very similar symptom this op had in 09: a rear "clunk" (maybe rub??) in my M3 when turning at slower speeds. Anecdotally, it seems to occur in colder vs warmer weather.
Limited Slip??
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Previous Rides: 535xi, M235xi, X3, E92 M3, E70 X5 35d, X6 50i, X6 35i, E60 550i, E46 M3 Cabriolet, E39 540i, E36 328i