I was just wondering if the HID's from either the newer Audi's or BMW's fit our cars and if so what do i need to take out? harnesses etc.. I'm asking because the junkyard in my town has 2 newer BMW's, an M3, and a 3 series, and also they have a newer Audi A4.

From what I've read it probably won't work. Most OEM manufactures don't make the reflector and lens one assembly. The lens may be attached to one part of the headlight and the reflector which holds the bulb will be attached somewhere else. You'd have to create your own assembly of reflector and lens and then custom mount that into the eclipse headlight. You'd probably be better off buying a Hella projector and mounting that into the headlight.

You may be able to use the ballast and igniter.

This site has a ton of good info on HID lights and lighting in general:
http://faq.auto.light.tripod.com/index.htm

i'm actually in the process of trying to hook up some audi HID's on my projectors. i'm just waiting for the guy to bring them to my friends work so we can test them out. so basically, if they work for my projectors, then they'll work for the stock lights. you'll probably have to do some fabrication to keep the HID bulbs secure and splice the wires for a power and ground, but other than that, you'd be strait. i'll keep you informed.
later

another thing, like what he said before me, most HID's do use a type of "projector lens" to emit the light rather than a reflector like our stock lights. but that doesn't mean you can't use them. sonikbewm had them on his car with the projectors and they were damn nice. some other guy had them with his stock lights too. they'll be hella brigther and you'll get high beamed all the time, so just aim them down some on the stock lights.
later

I have some from a bmw in my dual projectors and they work great, you'll need the power harness the ballast, igniter, and bulb. If the harness to the igniter from the ballast isnt perminatly attached then you will need that harness too. They are bright as hell. You will just have to modify your lights a little to hold the bulb. If you get phillips bulbs they will fit fine you just need some way to hold them in the housing, I used some fingers that screwed in the housing on one end and pressed on the bulb flange on the other. If you get osram bulbs then you will have to grind out the headlights hole bigger. both bulbs will also need to be grinded between where the two slots are to make it one. it is hard to explain and my car is at the paint shop or I would take some pics. As soon As I get it back I will take pics.

that's what my main concern is. i know the HID bulbs are a little smaller than the stock bulbs and a stock bulb barely fitted in my projectors (single projectors with H3's) so i'm thinking the HID may and may not work. the stock bulb worked in there, but you know how the projectors have a metal refletor in them to keep light from shining strait up, well the stock bulb had most of its light blocked by that. also, i was using a 9005 high beam bulb instead of a 9006 low beam. so i'm thinking the low beam might work better. i'll have to try one day.
later