Car fumes are dangerous when inhaled because the fumes take the place of oxygen in your blood. A few breaths of car fumes will not kill you but prolonged exposure can cause hypoxia, a dangerous lack of oxygen in the system.
Because they are dangerous in enclosed spaces, it is easy to say they are also dangerous in unenclosed spaces- the toxins emitted will accumulate in your body if inhaled.
In open air, they can't affect you. The wind will simply blow them away. It's that simple. When you're in a small space, you concentrate them. Otherwise, no.
Yes, car fumes can turn lethal very quickly. Cars also put out other fumes that can make you sick such as anti freeze fumes. Carbon monoxide is released when a car sits and idles and in an enclosed place can overcome you before you know it.