DO NOT FILE AN ACCIDENT REPORT! If it is a police report for the vandalism that occurred, then yes, but believe me, you do not want your insurance hearing about this. Chances are the deductible is higher than the cost of the repair, or chances are you'll be put in a high risk category, they don't hire actuaries for nothing.
Guys lets not give him bad advise over a few scratches, after all is said and done nobody but him will have to pay the higher insurance bill and have the 5yr claim history.
As for my comments, smg, re-read that post, I did not say you were a bad driver, I simply gave you reasons why what happened could have happened. There is a lot of hatred for BMW drivers out there, and those reasons were all legitimate possibilities for what happened. You cannot just rule them out and be "unable to disagree more", your age shows here. I understand you're upset, but you have to move on and stop dwelling on it. It could have been slashed tires or broken windshield, or paint thrown on the car. I'd take scratches over those any day. You also said the car "was your pride and joy" as if now it no longer is, come on now... Hopefully you can get a good deal on buffing it out, it will look even better than before.
Good luck in the future, and watch where you park.