It's called 'puffing' around here. It's illegal. You can get a ticket for it. I do it frequently but I use a second set of keys and lock it while it's warming up. Not sure if it's illegal if the car is locked.

It is. I checked.

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1977 300d 70k--sold 08
1985 300TD 185k+
1984 307d 126k--sold 8/03
1985 409d 65k--sold 06
1984 300SD 315k--daughter's car
1979 300SD 122k--sold 2/11
1999 Fuso FG Expedition Camper
1993 GMC Sierra 6.5 TD 4x4
1982 Bluebird Wanderlodge CAT 3208--Sold 2/13