In the VW/Audi camp, when you have a TDI, lots of folks remove the cats and particulate filters and then get a tune. Not only do they get a fantastic improvement in power, and some gain in mileage.
http://www.motoiq.com/MagazineArticl...ne-Tuning.aspx
But the downside is that when WOT, you're really no different than a diesel bus or semi truck and it does indeed produce a plume of black smoke.. There is nothing environmentally friendly about this at all. It's all done for the sake of performance. Nature of the beast I guess.