@matthewc23 - Those are great questions. I'm certainly no expert, but I think I remember a little bit from my science classes.
As far as vehicles go, you're right that carbon monoxide is one of the most common emissions. Gas can also release certain nitrogen compounds as well. I'm not familiar with diesel, though. I would guess diesel particulate emissions are similar to gas, but maybe someone else will know more about that.
I think most of what a factory releases depends on what they produce. Sulfur is a huge problem with coal plants, since the element is commonly mixed in with coal. Once sulfur gets into the air, it can form several compounds that can cause acid rain.