Start at the exhaust manifold with the engine running and work your way back towards the tailpipe. Look for soot and feel for puffs of exhaust (don't touch the exhaust system though!

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1979 240D- 316K miles - VGT Turbo, Intercooler, Stick Shift, Many Other Mods - Daily Driver

1982 300SD - 232K miles - Wife's Daily Driver

1986 560SL - Wife's red speed machine