One problem related to headlights turn off while driving has been reported for the 2007 BMW 335. The most recently reported issues are listed below.
Left headlight control module unit for xenon bulb stopped working on 2007 BMW 335i which caused the low beam xenon headlight bulb to go out at night. Many other BMW owners are reporting the same problem on the same side (left). Type in BMW 335i headlight control module and someone posting that their left side went out, is the first hit on google and many other posts I have seen also state the left side control module failed and their left headlight went out. It is a safety issue and a consumer protection issue as the cost to replace is $1100+.