Here's why:
* Exhaust Pipe: The Mystery Machine is a classic van, and like most vehicles, it has an exhaust pipe that releases smoke when the engine is running.
* Windows: For dramatic effect, the smoke is often shown billowing out of the windows as well, especially when the van is speeding away or driving through a spooky scene.
So, it's a combination of both for that iconic Scooby-Doo effect!