This would partly be carbon sequestration, which usually means the storing of waste CO2 somewhere other than the atmosphere. On individual vehicles it is virtually impossible. For one thing the mass of CO2 from burning fuels is much larger than the mass of the fuel, but a bigger problem is the volume: this is of the order of 1000 times bigger than the fuel. The equipment to convert it to a non-gaseous form is bulky and expensive. The only practical way to do it is on a large scale at a power station and use the electricity for vehicles etc, but even that is expensive (especially compared to renewable energy).
One thing that is worth trying to do is to capture the nastier pollutants that kill people, especially in cities, but this too is challenging and expensive. Electricity has no such problems if it is generated in a clean way.


For anyone who thinks that a bit of warming will be beneficial or will have only small consequences-
I suggest you read this article ...
https://www.theguardian.com/commentisfree/2018/oct/02/trump-administration-planet-boil-refugee-camps