Lights come on, but all of a sudden why won't it run?

Check the problem with the help of service and repair manual this manual will provide you step by step help to locate and fix the problem easily and you will get the manual from the given link https://toolsnyou.com

Are you getting a check engine light?

need more info, year,make,model, is the engine light on have you retrieved all engine codes, when turning engine over, is it spinning very freely or just like it always did,
RE POST with all this info. to get a better diagnoses

Problem 5 Engine Cranks But won Start
http://www.linnbenton.edu/auto/perform/no_start.html

Engine cranks but won start

check under the steering wheel
or
http://www.bimmerfest.com/forums/showthread.php?t=726151

Try starting in neutral. Gear sensor may be heating up and not registering park.

Check that there are no leaks, to do a leakage test see patio guide to problem solving. If OK then check the thermocouple, when worn out they will cause the pilot to switch off.

Is there a light in that says SECURITY? If so, this link explains the problem

http://vatspasslockpasskeysecurityhelp.yolasite.com/

Bad grounds at ECM, loose harness from ECM, bad ignition switch.

CHECK HEADLIGHT FUSE OR CIRCUIT BREAKER IF ALL IS GOOD.YOU COULD HAVE FAULTY HEADLIGHT SWITCH OR FAULTY DIMMER SWITCH.

i would take it in and have it checked before it leaves you stranded somewhere. theres a reason the check engine light comes on so theres something not right with your vehicle