You want to talk about expensive with "luxury cars"? I drove a freakin' 04 Mini Cooper S (which actually IS a BMW now, technically), the power steering pump alone was $600. Labor not included, just the unit. It actually was a common problem and something that did not happen to me thankfully.
However, the driver side window motor and regulator had to be entirely replaced. The car was used and out of warranty and the parts + labor was over $1000 if I remember correctly!
Luckily I did all the work myself. My prize was a working window and a BMW special tool