Why is the smell of car exhaust much stronger in winter?
While car engines might look simple there is a vast amount of technology installed to ensure as complete a combustion as possible. Complete combustion according to the equation

$$\ce{C_{$m$}H_{$n$} + \frac{2$m$ + $n$}{2} O2 -&gt; $m$~CO2 + \frac{$n$}{2} H2O}$$

(not accounting for oxygen, nitrogen or other elements present in the fuel) requires a precise amount of oxygen added. Too little oxygen will result in uncombusted hydrocarbons while too much oxygen will result in $\ce{NO_{$x$}}$. A small oxygen sensor is thus installed to improve the oxygen regulation. (It is a very interesing compound because it functions as an oxide ion conductor.†)

The thing about this oxygen sensor is that its function is temperature dependent: It needs to be heated to $\approx 500~\mathrm{^\circ C}$ to function properly. This is achieved quickly due to the heat of the exhaust, but does take a few minutes from starting the car. So throughout the first few minutes, the oxygen sensor does not function and incomplete combustion results in $\ce{NO_{$x$}}$ and uncombusted hydrocarbons that cause the odour. Once working temperature has been reached, the smell disappears mostly.

In cold weather it will take longer for the oxygen sensor to function properly and thus more incomplete combustion is observed. This becomes more pronunced the colder it gets.



†: Its German name is Lambdasonde from the Greek letter $\lambda$ which is used as a variable to determine if the correct amount is present or not. At the correct oxygen concentration, $\lambda = 1$.