Mihai,
the dealer cannot help you much with information you want to know. With the VIN he can only tell you when the car was produced, the optional items which were ordered originally, the service done when and where till now (if done by BMW).
That is basically all he can do for you.
But he cannot tell you if the car was stolen or not.
Basically every car has a Kraftfahrzeugbrief, even if it does not have a licence plate and is not registered.
When there is no KFZ-Brief availalble from the seller, be VERY careful.
The car could be stolen, or the seller is not the owner of the car.
Just to give you an idea: if a car is financed, the bank which gives you a loan will keep the HFZ-Brief as security, because no one can sell the car then.
So in your case, I believe the only one which could help with more info is
http://www.kraftfahrzeugbundesamt.de/