The BMW lighter has appeared in five toons.

The first time we see the lighter is in StrongBadEmail/guitar, where Strong Bad holds it up at the end:

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The second time is in StrongBadEmail/dragon, where Strong Bad uses it to burn Strong Sad's drawing of a dragon:

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The third time is in StrongBadEmail/privileges. It first is mentioned on the list of "Medallion Gold Plus Club" privileges:

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Then, still in in StrongBadEmail/privileges, it actually appears in an easter egg. The Cheat uses it to torch Homestar's lame guitar magazines:

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The fourth time is in Strong Bad Is In Jail Cartoon, where The Cheat uses it to light the bundle of Fthoom-Bang bottle rockets:

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The fifth time is in StrongBadEmail/pom pom, where Strong Bad uses it during his attempt to poke PomPom with a pin while he's on fire.

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If you want your very own BMW lighter, you can find them at about 50% of places that sell Zippo lighters - about half of them don't sell any lighters with logos, but of the ones that do most of them sell BMW ones. They should be around 20 US dollars.