Figure this one out...

[92 mtechnic cabrio]

mine doesn't do that ;)

[e30 dude]

there's a vapor barrier, it's just a plastic sheet, between the door panel and door itself. maybe yours is torn. remove the door panel and tape up all edges. you can install extra insulation while you're in there if you want.

[kylebes1]

Mine did it right before the door handle carrier broke. Dunno if that is your trouble, but slide the rectangle cover off and see if the bucket type thing is craked or breaking.

[a3ternus]

heheh,mine does this sometimes. too...itw funny i think,not annoying! 8)

[Bryson]

My M3 does it, even with the whole inside of the door covered in Dynamat extreme, it still happens!!

I don't really see how the dynamat extreme relates to it, but sure.
My current and past two e30s have both done that, and I think it's safe to say that my brothers' M3 and e30pickup do it