I have a fully loaded Trofeo. The dash lights won't work and it doesn't appear to be any fuses. The headlights have the auto sensing for darkness and auto on and I believe the instrument panel lights are the same. By that I mean that they won't come on until the outside light conditions are dark. Wlhat may be causing this?

check your negtive wire from battery to ground ,in other words, to body of vechile.

No. Dash lights being out could be a bad headlight switch, since the dash lights are routed through the headlight switch, not the dimmer switch. Park and tail lights also controlled by the headlight switch.

Have you checked the circuit breaker for the headlamps? It is in the fuse panel in the glove compartment. Should be 20 amps, probably in position 22. You'll most likely have to replace it with a known good one; there's no way to tell if it's bad just by looking at it. If that doesn't take care of the problem, it could be in the headlamp switch, the dimmer switch, or somewhere in the wiring.
If one headlamp was out, it would be easy. With all four out, it gets a bit more complicated. If your Trofeo has Twilight Sentinel, it a WAY more complicated. If replacing the circuit breaker doesn't work, I would recommend finding a shop manual (eBay is a good source) and following the diagnostics.

check under the steering wheel
or
http://www.bimmerfest.com/forums/showthread.php?t=726151

In the AUTO mode, the lights should only work when its dark. in the day light, the only lights that work are the DRL (daytime running lights) (Headlights) All the lights should work when turned on MANUAL, EVERYTIME. You may have a bad connection, but it needs to be checked on MANUAL when the problem is present.

You have your headlight control set to auto and your light sensor on the top of the dash is either faulty or fallen out of it's bracket and can not sense light.. turn your headlight control to off and use your headlight switch in manual till you get your sensor problem fixed..

If the tail lights and the dash lights stopped working and the tail light and the panel lighting fuses are both o.k. and you can find no other blown fuses then the problem is most likely the headlight switch.

Chk the dash light dimmer manual adjust.

Start by setting your auto headlight switch to off if this solves it replace your headlight switch If your car is equipped with daytime running lights there could be a short bridging them with your auto head lights look for broken or frayed wires do this also if you have installed or had someone install an aftermarket stereo or speakers/sub woofer, amplifier. Good Luck with this

check the adjustment on your reastat on dash.