The account will see Grey, part of the WPP Group, handling advertising, interactive, direct and promotional marketing for four BMW regions, Eastern, Central, Western and Southern, as well as the second hand business nationwide.
Jim Heekin, chairman and CEO of Grey Group, said: "We are very proud of our partnership with BMW and excited by their vote of confidence in consolidating all their regional advertising with us.
"We look forward to leveraging the growth of this iconic brand in the years ahead."
Grey was the incumbent on the Western region. The rest of the work was split between Publicis New York, Publicis Dallas and GSD&M in Austin.
BMW North America handles marketing and sales for BMW cars and motorcycles as well as Mini and Rolls-Royce.