Though BMW never made a proper E36 M3 Wagon, this example currently up for auction is as close as one could get! It's true.
It enjoyed a few eras of popularity within various niches of the car scene as it got older, and for a while there an E36 was a super-cheap ticket to the world of sporty rear-drive German cars.
Other changes for the special edition included wider wheels and tires, aluminum doors instead of steel (a characteristic shared with US-spec E36 M3 Lightweights), chassis bracing front and rear ...