Vehicular pollution has become a major problem in urban areas due to the exponential increase in the number of automobiles. Typical exhaust emissions, which include nitrogen oxides (NOx), hydrocarbons (HC), carbon monoxide (CO), soot, and particulate matter (PM), doubtless have important negative effects on the environment and human health, including cardiovascular effects such as cardiac arrhythmias and heart attacks, and respiratory effects such as asthma attacks and bronchitis. The mitigation measures comprise either the use of clean alternative fuels or the use of innovative technologies. Several existing emission control technologies have proven effective at controlling emissions individually, such as selective catalytic reduction (SCR) and lean NOx trap (LNT) to reduce NOx and diesel particulate filter (DPF) specifically for PM abatement. These after-treatment devices are the most profitable means to reduce exhaust emissions to acceptable limits (EURO VI norms) with very little or no impact on the engine performances. Additionally, the relative lack of physical space in which to install emissions-control equipment is a key challenge for cars, especially those of small size. For this reason, to reduce both volume and cost of the after-treatment devices integrated catalytic systems (e.g., a sort of a “single brick”) have been proposed, reducing both NOx and PM simultaneously. This review will summarize the currently reported materials for the simultaneous removal of NOx and soot, with particular attention to their nature, properties, and performances.