BMW Questions? Ask a BMW Repair Expert for Answers.
Sounds like a Left side wheel bearing. When turning right- the right wheels turn slower and the left turn faster- which is why the noise changes when turning. You should be able to go around corners with the front window down and then again with the rear window down to see which wheel it's coming from (front or rear) or you can raise the car on a lift and spin the wheels while feeling the fender for a vibration / listening near the hub of the wheel for any weird noises.
The other option would be worn or cupped tires that can cause a similar noise. This should be obvious though as the tread on the tires would not be flat and would be lumpy or scalloped.
Hope this helps you out!! --Cliff