have a read of this first:
http://www.bimmerforums.co.uk/forum/f2/bmw-vanos-explained-t62/
it explains everything you could want to know about the VANOS.
Then, to learn what engines have VANOS, take a look at the list on this page:
http://en.wikipedia.org/wiki/VANOS#List_of_VANOS_engines
finally, to see which cars have those engines, click the links on that page

for example, this is the pre-facelift E85 (z4 Roadster) engine page: http://en.wikipedia.org/wiki/BMW_M54
As for the "E" numbers, the "E" actually stands for "Entwicklung", which is German for "Development".
As each new car project is started by BMW, it's given a new number.
For our cars, we have E85 - the Z4 Roadster, E86 - the Z4 Coupe, and the E89 - the new Z4.
Sometimes you get a whole host of cars listed under the same "E" number, as the project assigned the number was a multi-car project (meaning that BMW knew that they wanted to create several versions of the same car).
A good example of this is the E36 project.
This includes the Z3 Roadster (E36/7) and the 316 Compact (E36/5).
As well as "E" numbers for cars, BMW also use "M","N" and "S" for denoting engine models.
If the engine starts with an "M", this indicates the engine was designed by BMW BEFORE 2001.
If the engine starts with an "N", this indicates the engine was designed by BMW AFTER 2001.
If the engine starts with an "S", this indicates the engine was built by BMW, but tuned by BMW Motorsport.
The numbers that follow directly after this letter indicate the model number of the engine.
For example: M52
This is the model number of the engine used in the pre-facelift Z4 Roadster.
Now, after the engine model number, BMW go on to explain what fuel and capacity each engine is.
The fuel is either denoted by "B" (for Bezin, German for Petrol) or "D" (for Diesel).
The capicity is given in centilitres - meaning a 3 litre would be "30", and a 2.5 litre would be "25".
The following are the engine numbers for a few Z4 varients:
M54B25 - The pre-facelift 2.5l
M54B30 - The pre-facelift 3.0l
N52B25 - The post-facelift 2.5l
S54B32 - The Z4M
N54B30 - The new model (E89) Z4 3.0l twin turbo
Hopefully that helps a bit

(it also makes you a fully fledge beemer nerd

)