Apart from Carbon Compounds, the fuels have a small amount of Sulphur. The Sulphur burns out as Sulphur Dioxide and falls back into earth , mixing with water, as Sulphuric Acid. This is what all call as Acid Rain.
More over, there are many more components inside the fuel or some ingredients added to it to enhance the performance of fuels. These chemicals improve your heat engine and also destroy your environment. One such chemical is Lead.
The problems mentioned above are due to compounds. The greatest problem the world is facing today is Particulate Emission, Better known as SMOKE. It constitutes many chemicals in particle size and can cause heavy danger to those near by (Thats why you can't inhale smoke for a long time).
Many more I can say.. But I think you would have become aware of the problem now.