Clean the bulb bases and the contacts in the tail light bulb holder. Even when they're working they can have enough resistance in the circuit to trigger a bulb out warning. Also, some aftermarket bulbs will cause a false bulb out warning since they are so far off normal resistance.
Quotes to live by:
guessing gets expensive
nothing is more expensive than a cheap BMW
Ken Kanne, Silverhill, AL, Honorary Forum Grandpa/Craigslist addict/Hoarder of all sorts of stuff
1995 318is "Bebe"; 1993 325is "Elvira" 1985 635CSi "Katja" 1984 633CSi "Sylvia"
I NEED A NAP, DANG IT!