My BMW has one (as do other BMWs without a visible antenna) and believe it or not its in the backseat support column behind the drivers door. It requires 12v to operate (which is wired to the factory radio, so its only on when the radio is on) and when I replaced my radio / with the empeg, I needed to hook up the tuner modules antenna remote line to this. My previous car (Camaro, like many other US cars) did not have this.
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1998 BMW ///M3 30 GB Mk2a, Tuner, and 10 GB backup