The vast majority do, certainly anything from the past decade or so does because it would be impossible to meet the pollution standards otherwise. The problem

The vast majority do, certainly anything from the past decade or so does because it would be impossible to meet the pollution standards otherwise. The problem is what do you do with all the soot once you've collected it? You burn the soot or you toss the filter. Ford and Jaguar had to recall their diesels due to fire risk, and I think back in the 80s Mercedes did too.