There were lots of steam powered cars back before WWI and a number that were made during the interwar period. Stanley was one of the better known ones. Others included Locomobile, White, Grout, and Doble. When I was a kid I had the privilege of riding in a Stanely Steamer Gentleman's Speedster back in the late 1950's. Our neighbor on the street where I lived collected old cars and had restored his to running condition. We took it out on a then brand new piece of 4 lane highway and he opened her up. We were tooling along around 60mph and all we had for protection were head goggles and wrap around scarves - it was quite a ride. The Stanley was a 1908 model so it didn't have a condenser. Since that morning was very cool you could watch the steam exhaust as it blew out from the back of the car.
An aside - the first car to do a mile in a minute was an electric and the first car to do 2 miles in a minute was a steam car. As for exhaust whistles - prior to WWII there were exhaust whistles that could be purchased for any kind of automobile exhaust - one can imagine the sound they made.