I purchased a grey market Mercedes in Phoenix AZ a long time ago. Included was a Texas title and the DOT/EPA exemptions. However, Phoenix didn't have to honor them because of their pollution problem. To license the car in Phoenix I was told to replace the entire exhaust system (evidence of leaded fuel present) and add all the smog equipment. More than the price of the car. Well, I took the car to Tennessee and licensed it there (still owned a house in TN) and drove it back to Phoenix. That was the only legal way around the problem as I knew I wasn't staying in Phoenix for much longer.

Les