After removing the inner retaining screw and the two outer retainers, there is a large plastic retainer on the top of each headlight assembly. This goes thru the radiator support and into the headlight assy. These need to be rotated 90 degrees to unlock them. Having done that, you will need to remove the trim strips below the headlights, the little wiper blades and the wiper motors, which attach to the bottom of the headlights.
1987 BMW 325