I want an Alpine White E39 M5 as well! According to M5portal.com there's 52 of them out there somewhere! It's a topic that's sometimes come up amongst some of us who are regularly at the Ace Cafe monthly meets as well as the yearly shows, there doesn't seem to be one in the UK.
The UK, South Africa, Australia and Japan I think are the main RHD markets in the world, so chances are they're mostly going to be located in these areas. Perhaps there is one or a few more lurking in the UK?! the rest most likely being personal imports to these and perhaps other private collections etc around the world.