Future vehicles will be increasingly connected to enable new applications and improve safety, traffic efficiency and comfort, through the use of several wireless access technologies, ranging from vehicleto-everything (V2X) connectivity to automotive radar sensing and Internet of Things (IoT) technologies for intra-car wireless sensor networks. These technologies span the radiofrequency (RF) range, from a few hundred MHz as in intra-car network of sensors to hundreds of GHz as in automotive radars used for in-vehicle occupant detection and advanced driver assistance systems. Vehicle occupants and road users in the vicinity of the connected vehicle are thus daily immersed in a multi-source and multi-band electromagnetic field (EMF) generated by such technologies. This paper is the first comprehensive and specific survey about EMF exposure generated by the whole ensemble of connectivity technologies in cars.For each technology we describe the main characteristics, relevant standards, the application domain, and the typical deployment in modern cars. We then extensively characterize the EMF exposure scenarios resulting from such technologies by resuming and comparing the outcomes from past studies on the exposure in the car. Results from past studies suggested that in no case EMF exposure was above the safe limits for the general population. Finally, open challenges for a more realistic characterization of the EMF exposure scenario in the connected car are discussed.