2004 BMW 325 Air Filter Location & Oil Change

The air filter is in the air box connected to the intake. Removal of the lid will let you inspect/replace it. 10,000 miles is good, dont waste our resources by changing it too often, oil isn't the problem, it lasts a long time, its the filter. If you are retentive, change the filter and top off the oil. BMW calls for 15k mile service intervals so 10k is a good number. If this is not convincing to you, send a sample of oil out for spectrograph analysis like I have done and they will probably tell you to extend the interval like they told me at 10k miles on that exact same engine.