Univ. Maryland issued (last year?) the results of a two-year air-pollution study to determine the toxicity of emissions in heavy traffic (or heavy-pollution) environments.
I remember it was determined that the air toxicity levels in a car with closed windows and recirculated can be as much as thirty times greater than a car with all the windows open.
The idea is that air filters on cars are meant to catch large particulates (pollens, dust, odors, etc) - NOT toxic emission by-products, which are continually drawn into the car, even in recirc-mode.
The study suggested that your best bet for better air is to leave the windows OPEN (or at least cracked), and the recirulation off. Air-EXCHANGE is the important thing...