Here's what's left (AFAIK):
M3 (should to go to MY2013 in coupe/convertible form)
650i (should be replaced next year, and get the N63 turbo V8)
X3 (should be replaced next(this?) year and get the N55 turbo I6)
528i (coming soon)
328i (replaced for MY2013)
128i (replaced ?)
Z4 3.0i
X1? (coming soon)
The last few will probably be the last vehicles to use the naturally aspirated N52 I6. BMW is known to be working on a turbocharged inline 4 and have already said publicly that it is coming to the US. So, the questions are, will that motor replace the N52 (I think it will) and will it be spread through the model lineup before the M3 is gone (hard to say, but I think there is a good shot). The turbo 4 is supposed to be ready next year, and I would not be surprised to see it debut here on the new X1 and then proliferate quickly to the others. The wildcard might be the new 528i which may be the last to get the turbo 4, with the F10 LCI.
Anyway, it just got me thinking that we might have not only the last naturally aspirated M, but also the last naturally aspirated BMW at least for the forseeable future.