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Rudolf Diesel filed the patent for his signature engine in 1893. However, its installation in a passenger car didn’t occur until 1933, when Citroën installed a diesel engine into a Rosalie bay, although this car was never authorized to run on roads.

http://green.autoblog.com/2009/11/20/small-piece-of-history-1936-mercedes-260d-the-first-successful/