Film                     Year            Category

Goldfinger           1964            Best Sound Effects

Thunderball         1965            Best Visual Effects

Here are the years a Bond film was nominated, but didn't win:

Film                                    Year            Category                Lost to

Diamonds are Forever        1971           Best Sound             Fiddler on the Roof

Live and Let Die                 1973           Best Orig. Song     "The Way we Were"

The Spy Who Loved Me    1977            Best Set Direction   Star Wars

The Spy Who Loved Me    1977            Best Orig. Score     Star Wars

The Spy Who Loved Me    1977            Best Orig. Song       "You Light up My Life"

Moonraker                         1979            Best Visual Effect    Star Trek

For Your Eyes Only          1981             Best Orig. Song       "The Best That You Can Do"