How do I get data into BAM Archive?

"... It seems that the DTS/SSIS package BAM_DM_<activity name> should be moving it into the Instance and Relationship tables in the BAM Archive database but it doesn’t."

The BAM Data Maintenance DTS/SSIS package will only move data that is out of the activity online window. This is a setting on the BAM activities which can be changed with bm.exe. More specifically, look at the get-activitywindow, set-activitywindow commands of bm.exe.

Also if you have an OLAP aggregation defined in you observation model (BAM definition), then the Data Maintenance DTS/SSIS package will not move out of the BAM Primary Import database any data that is not yet processed in the OLAP cube by running the BAM Cube Update DTS/SSIS package - BAM_AN_<cube name>. So you need to run the Cube Update DTS/SSIS package before running the Data Maintenance DTS/SSIS package.

More information on this here.