A colleague had the same problem on a 3 Series BMW about a year ago. He searched the web to find it was a common problem on BMWs. He said it was a bit of a pig getting it out and replacing.
In relation to other vehicles suffering similar problems – it is now common practice for high power electrical car components to be connected (via fusing) directly to the battery positive terminal, with the control achieved through switching the 0V (using a transistor or relay via the ignition switch).
So with the vehicle ignition switch off, 12V is being supplied to many of the electrical components – a short circuit in the control circuit is all it takes to permanently energise the component, draining the battery.